All portfolios that lie on the capital market line:
A. contain the same mix of risky assets unless only the risk-free asset is held.
B. have some unsystematic risk unless only the risk-free asset is held.
为什么选项B是错的？？？答案解释Portfolios on the CML are efficient (well-diversified) and have no unsystematic risk.
CML不是risky asset 和 risk-free asset 的组合吗？不是以total risk为X轴的吗？？怎么可能没有unsystematic risk？？？难道答案错了？？？ |
发表于 2012-5-27 13:31
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