问题如下图:
选项:
A.
B.
C.
解释:
这里的Capital market theory指的是CML和CAMP(SML)吗?这题主要考试CML与SML的异同点?
NO.PZ2015121801000098 问题如下 With respeto capitmarket theory, correctly priceinviassets cplotteon the: A.capitmarket line. B.security market line. C.capitallocation line. is correct.The security market line applies to any security, efficient or not. The Canthe CML use the totrisk of the asset (or portfolio of assets) rather thits systematic risk, whiis the only risk this price With respeto capitmarket theory, correctly priceinviassets cplotteon the:这道题我大致了解,它提到定价,correctly price意思就是它的expectereturn是合理的,也就是把所有非系统风险都给分散掉了,而只补偿了系统性风险。所以它在SML上,因为横坐标是Bet代表补偿系统性风险。我不懂的是capitmarket theory这种说法有具体的指代性吗?cal,cml,capm都带capital. 之前没看到过这种说法。
NO.PZ2015121801000098 问题如下 With respeto capitmarket theory, correctly priceinviassets cplotteon the: A.capitmarket line. B.security market line. C.capitallocation line. is correct.The security market line applies to any security, efficient or not. The Canthe CML use the totrisk of the asset (or portfolio of assets) rather thits systematic risk, whiis the only risk this price 为什么选B?解析好像也没有说到关键
请问这道题选B是什么原因?解析的意思是 SML是给asset定价,而CCML是给risk定价?
Correctly priceinviassets =只有systematic risk?