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[CFA level 1模拟真题]Version 4 Questions-Q58

Q58.Which of the following statements about the market portfolio and the capital market line (CML) is least accurate! The market portfolio:

A. assumes an equal amount is invested in each risky asset.

B.  Bears risk that is related to changes in macroeconomic variable.

C.  Is perfectly positively correlated with other portfolios on the CML

D.  A11ows the elimination of all unsystematic risk at every point along the CML

q

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 thx

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thx

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a

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thanks

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 a

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A

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bu zhi dao

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a

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