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.
看之前同学问的,老师说apital market theory、CAPM是一样的,我有点疑惑。
结合上课讲的,我理解的是CML是capital market theory,衡量的是total risk;而CAPM是定价,衡量systematic risk。
所以这俩是怎么一样的呢,不太理解。