Re: 證投第八題
※ 引述《aspla (橙色是秋天的顏色)》之銘言：
: If the simple CAPM is valid,which of the situations in problems 8-14 below
: are possible?Explain.Consider each situation independently.
: 8.
: ------------------------------
: Expected
: Porfolio Return Beta
: ------------------------------
: A 20% 1.4
: B 25 1.2
: ------------------------------
: 這是題目喔 大家快做然後告訴我答案^.^"
ASPLA 你題目有完全嗎??
如果就只是這樣...一看就會選portfolio B
reasons are: 1. return higher
2. Beta coefficient is smaller(risk is lower)
應該還差了一個system risk 的數字.....
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