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An analyst at CAPM Research Inc. is projecting a return of 21% on Portfolio A. The market risk premium is 11%,the volatility of the market portfolio is 14%,and the risk-free rate is 4.5%. Portfolio A has a beta of 1.5. According to the capital asset pricing model, which of the following statements is true?
A The expecred return of Portfolio A is greater than the expected return of the market portfolio.
答案为什么是 ，greater 而不是equal？ |
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发表于 2012-6-15 10:47
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