NO.PZ2020021002000115
问题如下:
APT requires that investors make decisions based on mean and variance.
选项:
A.True
False
解释:
False
See the previous explanation.
呃……
我一点开显示看之前题目解析,很郁闷嗷……
一个是随机做题不一定按照顺序出现,另一个是我前面提作对我就没看答案直接到这题了,还无法返回上一题……看不见啊
小刘_品职助教 · 2021年04月13日
同学已经更新过答案了,
APT has three underlying assumptions.
1. Asset returns can be explained by systemic factors.
2. By using diversification, investors can eliminate
specific risk from their portfolios.
3. There are no arbitrage opportunities among well diversified portfolios. If any arbitrage opportunities were to exist, investors would exploit them away.