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momo · 2023年12月13日

desire

NO.PZ2023021601000028

问题如下:

Which of the following is least likely an assumption of the capital asset pricing model (CAPM)?

选项:

A.Security prices are not affected by investor trades. (2016 mock) B.An investor can invest as much as he or she desires in any asset. C.Investors are different only with respect to their unique holding periods.

解释:

One of the assumptions of the CAPM is that investors plan for the same single holding period.

b为什么不选呢

1 个答案

Kiko_品职助教 · 2023年12月13日

嗨,从没放弃的小努力你好:


这道题问的是least likely,B是CAPM的假设之一,所以B不选。CAPM其中的一个假设就是所有投资都是无限可分,投资者可以任意投资。

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虽然现在很辛苦,但努力过的感觉真的很好,加油!