Which of the following statements about the market portfolio and the capital market line (CML) is least accurate The market portfolio:（）
A: assumes an equal amount is invested in each risky asset.
B: is perfectly positively correlated with other portfolios on the CML.
C: allows the elimination of all unsystematic risk at every point along the CML.
A: assumes an equal amount is invested in each risky asset.
B: is perfectly positively correlated with other portfolios on the CML.
C: allows the elimination of all unsystematic risk at every point along the CML.
举一反三
- 中国大学MOOC: According to the portfolio selection theory, when there exists a riskless asset and many risky assets in the market, which of the following statements are not correct?
- Suppose that the risk-free rate is 5%, risky asset weight (the y) is 50% and market risk premium on risky asset is 5%, what is the expected portfolio return of our portfolio? Write in percentages with the % symbol.______
- Suppose that the risk-free rate is 5%, risky asset weight (the y) is 50% and market risk premium on risky asset is 5%, what is the expected portfolio return of our portfolio? Write in percentages with the % symbol.<br/>______
- Which of the following risks can be diversified through portfolio investment? _____. A: Interest rate risk B: Inflation risk C: Market risk D: Default risk
- When a portfolio consists of only a risky asset and a riskless asset, increasing the fraction of the overall portfolio invested in the risky asset will ______. A: increase the expected return on the portfolio B: increase the standard deviation of the portfolio C: not change the risk-reward ratio D: Neither A, B nor C is true E: A, B and C are all true