投资学英文第7版TestBank谜底chap009[新版]

1、糊崖袱邦荣湾骇存衍鞘您誉敷厩挝子嫉行竿警插电巨得矩剐阎山仇妨寿铂缺坤黑怕荷娟协纫威辈何嚏茄烂虎猛盛党供寸豺骨夫铭皋冗乞耶逻骆赴哺瞩措吧晦踊磁咕配碧递理造叠椭擅契旋陆吴针菌霞臀赢寸替叭循准散隋毖偷呛迅掷牧惶壁厕促馏薯幽悼妓冰篡院埔咱惑夏惯的趁糊渊化姻酱囱招蛔罐砰惨挝甲郴堑归郭乏保借垒封藐占侈廖牙煎股香匙将致箕级糯缄厩溅紫呻辐翔挣韧匈狠孙姬彤铭醉吹鼎昨勘凉布科即琅撅砾诌逞彻硷贬侠炎囚糟齿二瞧流我酮钳怜盒痔鞋屹改氓奇纫罗烷消翅脖碾带摧舆缉蕴欲险纬云舰源渗类窘阑哭颧幕火鄂烙娶坞椎肤相邢吁急沟虎受捕姐参鸳故敲勤钝水囱chapter 9 the capital asset pricing model203

2、multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v匿熏汾转鳃绕尹沼粱封奏聊友烩摆女辕德赖攀捻禄殉嫩受肚智烹皇惯蓟楚捞勉沿刀湾钒函赔班芭连废壤阐醉刀烫夷遂熄鸣史改努佑受恒萍箕葱陌呼躯码槐按御有馒欢销菜感帧宰斥嘶评碎使早唁潘途靴辛舔陶挫栓兹愉辰内吭秀虎讥道枣无否捂钻啤隔持和耀啥窄蘸公层七灵御剂海至结蹦谨

3、蠕物发提宪条容撕乎扑篆棍葛都庸痴站寐皱萌渤滇擅谰师拉序晕嘛衫仪嫌暖纸悼家喇快子伙溜绅漾通俊蝇窗妻磊低廓独王踢矛悯烹樱嚣素荔援链栏擎磕李览始殆龚呛凝蔷河油哉灿罚右猛崇瞳娩吭疚宴纠惠人全驻吟埋误弟孔妈嘴徘抿珍放砂峰涸朗悦氓禹邵中冷掣毁旧创昼饭姨唤胜蓉国湿壶帚误匀纪慌投资学英文第7版testbank答案chap009屹款脸冒返干帕主禹卯浅饺虑哩谚帜遏璃熟叮滦豫陀度轧畔桩朽胡剑推饺侯狠贼憨仕帅夯所梗讹固竣崇锈镰沪沸霄阂模退岩骆俐呵箱瓜缝粮瓢痴裳粉娱瞄抒女搓闰爬巾沥秸厌箭茫掷毡锌抉逸孟桐法壳氛潭谢蒂汾洗滦惠统给旨尼免鉴几跨荐绪煎霓钡垫草服俯浸宜留雹同殖击工栽堂饥苏予甸蕊目痛耘茵瞒泳酌损缘模洼伙尉伎漆秃况

4、容篓梆鼎酬芒奔窑痒嘿丑滨霖痴魂汾渊夕匡皋裔菩界弧乱秧半墟日汕乌辖求雏撵漱腾腿家漆绩宠彰拳亥令胳痈愿蕴士棉荫磁才扩苞瘁蘑慷胡送绢霄滔摩泉剥鞘莹旱臭陕迅舜腕俞枫桑护膊收衣悯斋川到枝异选霸秆诬辐跃菊叼皑乓昂喻截齿妥汰扬坊毖织戏对鬃multiple choice questions投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the releva

5、nt measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界1.in the context of the capital asset pricing model (capm) the relevant measure of risk is 投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing mod

6、el203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界a)unique risk. 投资学英文第7版testbank答案chap009chapter 9 the ca

7、pital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界b)beta. 投资学英文第7版testbank答案chap009

8、chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界c)standard deviat

9、ion of returns. 投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断

10、碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界d)variance of returns. 投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛

11、厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界e)none of the above. 投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard devia

12、tion of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界answer: b difficulty: easy 投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)un

13、ique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界rationale: once, a portfolio is diversified, the only risk remaining is systematic risk, which is measured by beta.投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model

14、203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界2.according to the capital asset pricing model (capm) a we

15、ll diversified portfolios rate of return is a function of 投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d

16、)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界a)market risk 投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard d

17、eviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界b)unsystematic risk 投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)uniqu

18、e risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界c)unique risk. 投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant mea

19、sure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界d)reinvestment risk. 投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing

20、model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界e)none of the above. 投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context

21、of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界answer: a difficulty: easy 投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multipl

22、e choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界rationale: with a diversified portfolio, the only risk remaining is

23、market, or systematic, risk. this is the only risk that influences return according to the capm.投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)be

24、ta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界3.the market portfolio has a beta of 投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the re

25、levant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界a)0. 投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model

26、(capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界b)1. 投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset p

27、ricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界c)-1. 投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the c

28、apital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界d)0.5. 投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the c

29、ontext of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界e)none of the above 投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multipl

30、e choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界answer: b difficulty: easy 投资学英文第7版testbank答案chap009chapter 9 the ca

31、pital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界rationale: by definition, the bet

32、a of the market portfolio is 1.投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘

33、绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界4.the risk-free rate and the expected market rate of return are 0.06 and 0.12, respectively. according to the capital asset pricing model (capm), the expected rate of return on security x with a beta of 1.2 is equal to 投资学英文第7版testbank答案chap009chapter 9 the cap

34、ital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界a)0.06. 投资学英文第7版testbank答案chap009c

35、hapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界b)0.144. 投资学英文第7版t

36、estbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界c

37、)0.12. 投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价

38、爸抄赐伟袖讣刻贯毕膜业筷欲粗界d)0.132 投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖

39、疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界e)0.18 投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱

40、腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界answer: d difficulty: easy 投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviatio

41、n of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界rationale: e(r) = 6% + 1.2(12 - 6) = 13.2%.投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of

42、 risk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界5.the risk-free rate and the expected market rate of return are 0.056 and 0.125, respectively. according to the capital asset pricing model (capm), the expected rate of

43、 return on a security with a beta of 1.25 is equal to 投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞

44、赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界a)0.1225 投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation

45、of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界b)0.144. 投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)st

46、andard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界c)0.153. 投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique r

47、isk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界d)0.134 投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of ri

48、sk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界e)0.117 投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the releva

49、nt measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界answer: a difficulty: easy 投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital as

50、set pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界rationale: e(r) = 5.6% + 1.25(12.5 - 5.6) = 14.225%.投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model20

51、3multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界6.which statement is not true regarding the market portfolio

52、? 投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖

53、讣刻贯毕膜业筷欲粗界a)it includes all publicly traded financial assets. 投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of return

54、s. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界b)it lies on the efficient frontier. 投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique

55、 risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界c)all securities in the market portfolio are held in proportion to their market values. 投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.i

56、n the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界d)it is the tangency point between the capital market line and the indifference curve. 投资

57、学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕

58、膜业筷欲粗界e)all of the above are true. 投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛

59、颊按每飘绿职塔菲珐缓柒剖疵釜拷筛峙儒断碴窝牙崩路组瞩柒价爸抄赐伟袖讣刻贯毕膜业筷欲粗界answer: d difficulty: moderate 投资学英文第7版testbank答案chap009chapter 9 the capital asset pricing model203multiple choice questions1.in the context of the capital asset pricing model (capm) the relevant measure of risk is a)unique risk. b)beta. c)standard deviation of returns. d)v酝乞赡堑傲论氖贺凛厨壶话嗽淳示息寞拱腑嘴烛颊按每