微信扫一扫
实时资讯全掌握
|
Which of the following is NOT a prediction of the capital asset pricing model (CAPM)? A. All investors hold an equally weighted market portfolio of all assets. B. All investors identify the same risky tangency portfolio and combine it with the risk-free asset to create their own optimal portfolios. C. The market price of risk is the slope of the capital market line. |