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Q6 of Self testPortfolio management (Schweser)
Expected return on an asset: 10.6%
Return according to CAPM: 10.9%
Market portfolio return: 10.4%
which one is correct out of these two and WHY?
A) sell (or short) the risky asset because its expected return is less that the equilibrium expected return on the market portfolio
C) sell (or short) the risky asset because its expected return is not sufficient to compensate for its market risk
cheers |
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发表于 2013-4-10 07:46
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