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2008 CFA Level 1 - Sample 样题(2)-Q58

58Which 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 variables.

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

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

[此贴子已经被作者于2008-11-7 13:02:35编辑过]

 a

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 tx

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3

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b

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ok

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expected return

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d

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Thanks for sharing

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xie xie

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