NO.PZ2018070201000087
问题如下:
According to the capital market theory, which of the following statements about the pricing of risk is most accurate?
选项:
A. In capital market theory, all risk is priced.
B. In capital market theory, only systematic risk is priced.
C. In capital market theory, only nonsystematic risk is priced.
解释:
B is correct.
In the capital market theory, only systematic risk is priced. Bearing nonsystematic risk cannot bring any additional return.
在CML中考虑的是total risk 在SML中考虑的只有系统风险 不是吗