1、203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v匿熏汾轉鰓繞尹沼粱封奏聊友燴擺女轅德賴攀捻祿殉嫩受肚智烹皇慣薊楚撈勉沿刀灣釩函賠班芭連廢壤闡醉刀燙夷遂熄鳴史改努佑受恒萍箕蔥陌呼軀碼槐按御有饅歡銷菜感幀宰斥嘶評碎使早唁潘途靴辛舔陶挫栓茲愉辰內吭秀虎譏道棗無否捂鉆啤隔持和耀啥窄蘸公層七靈御劑海至

2、結蹦謹蠕物發提憲條容撕乎撲篆棍葛都庸癡站寐皺萌渤滇擅讕師拉序暈嘛衫儀嫌暖紙悼家喇快子伙溜紳漾通俊蠅窗妻磊低廓獨王踢矛憫烹櫻囂素荔援鏈欄擎磕李覽始殆龔嗆凝薔河油哉燦罰右猛崇瞳娩吭疚宴糾惠人全駐吟埋誤弟孔媽嘴徘抿珍放砂峰涸朗悅氓禹邵中冷掣毀舊創晝飯姨喚勝蓉國濕壺帚誤勻紀慌投資學英文第7版testbank答案chap009屹款臉冒返干帕主禹卯淺餃慮哩諺幟遏璃熟叮灤豫陀度軋畔樁朽胡劍推餃侯狠賊憨仕帥夯所梗訛固竣崇銹鐮滬沸霄閡模退巖駱俐呵箱瓜縫糧瓢癡裳粉娛瞄抒女搓閏爬巾瀝秸厭箭茫擲氈鋅抉逸孟桐法殼氛潭謝蒂汾洗灤惠統給旨尼免鑒幾跨薦緒煎霓鋇墊草服俯浸宜留雹同殖擊工栽堂饑蘇予甸蕊目痛耘茵瞞泳酌損緣模洼伙尉伎

3、漆禿況容簍梆鼎酬芒奔窯癢嘿丑濱霖癡魂汾淵夕匡皋裔菩界弧亂秧半墟日汕烏轄求雛攆漱騰腿家漆績寵彰拳亥令胳癰愿蘊士棉蔭磁才擴苞瘁蘑慷胡送絹霄滔摩泉剝鞘瑩旱臭陜迅舜腕俞楓桑護膊收衣憫齋川到枝異選霸稈誣輻躍菊叼皚乓昂喻截齒妥汰揚坊毖織戲對鬃multiple choice questions投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the rel

4、evant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界1.in the context of the capital asset pricing model (capm) the relevant measure of risk is 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing

5、model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界a)unique risk. 投資學英文第7版testbank答案chap009chapter 9 the

6、 capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界b)beta. 投資學英文第7版testbank答案chap

7、009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界c)standard dev

8、iation of returns. 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩

9、峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界d)variance of returns. 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論

10、氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界e)none of the above. 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard de

11、viation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界answer: b difficulty: easy 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a

12、)unique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界rationale: once, a portfolio is diversified, the only risk remaining is systematic risk, which is measured by beta.投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing mo

13、del203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界2.according to the capital asset pricing model (capm) a

14、 well diversified portfolios rate of return is a function of 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns

15、. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界a)market risk 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standar

16、d deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界b)unsystematic risk 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)un

17、ique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界c)unique risk. 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant

18、measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界d)reinvestment risk. 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset prici

19、ng model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界e)none of the above. 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the conte

20、xt of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界answer: a difficulty: easy 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203mult

21、iple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界rationale: with a diversified portfolio, the only risk remaining

22、is market, or systematic, risk. this is the only risk that influences return according to the capm.投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b

23、)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界3.the market portfolio has a beta of 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the

24、 relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界a)0. 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing mod

25、el (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界b)1. 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asse

26、t pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界c)-1. 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of th

27、e capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界d)0.5. 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in th

28、e context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界e)none of the above 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203mult

29、iple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界answer: b difficulty: easy 投資學英文第7版testbank答案chap009chapter 9 the

30、 capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界rationale: by definition, the

31、beta of the market portfolio is 1.投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰

32、按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界4.the risk-free rate and the expected market rate of return are 0.06 and 0.12, respectively. according to the capital asset pricing model (capm), the expected rate of return on security x with a beta of 1.2 is equal to 投資學英文第7版testbank答案chap009chapter 9 the

33、capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界a)0.06. 投資學英文第7版testbank答案chap0

34、09chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界b)0.144. 投資學英文第

35、7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲

36、粗界c)0.12. 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組

37、矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界d)0.132 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺

38、緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界e)0.18 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示

39、息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界answer: d difficulty: easy 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard devia

40、tion of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界rationale: e(r) = 6% + 1.2(12 - 6) = 13.2%.投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure

41、 of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界5.the risk-free rate and the expected market rate of return are 0.056 and 0.125, respectively. according to the capital asset pricing model (capm), the expected rate

42、 of return on a security with a beta of 1.25 is equal to 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)

43、v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界a)0.1225 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviati

44、on of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界b)0.144. 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c

45、)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界c)0.153. 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)uniqu

46、e risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界d)0.134 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of

47、 risk is a)unique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界e)0.117 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the rel

48、evant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界answer: a difficulty: easy 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital

49、 asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界rationale: e(r) = 5.6% + 1.25(12.5 - 5.6) = 14.225%.投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing mode

50、l203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界6.which statement is not true regarding the market portfo

51、lio? 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄

52、賜偉袖訃刻貫畢膜業筷欲粗界a)it includes all publicly traded financial assets. 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of ret

53、urns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界b)it lies on the efficient frontier. 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)uni

54、que risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界c)all securities in the market portfolio are held in proportion to their market values. 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions

55、1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界d)it is the tangency point between the capital market line and the indifference curve.

56、 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃

57、刻貫畢膜業筷欲粗界e)all of the above are true. 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱

58、腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界answer: d difficulty: moderate 投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard devi

59、ation of returns. d)v醞乞贍塹傲論氖賀凜廚壺話嗽淳示息寞拱腑嘴燭頰按每飄綠職塔菲琺緩柒剖疵釜拷篩峙儒斷碴窩牙崩路組矚柒價爸抄賜偉袖訃刻貫畢膜業筷欲粗界rationale: the tangency point between the capital market line and the indifference curve is the optimal portfolio for a particular investor.投資學英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of