The _____ tells us that the expected return on a risky asset depends only on that asset's nondiversifiable risk
A: efficient markets hypothesis
B: systematic risk principle
C: open markets theorem
D: law of one price
A: efficient markets hypothesis
B: systematic risk principle
C: open markets theorem
D: law of one price
举一反三
- The expected return on a risky asset depends only on the market risk.
- The expected return on a risky asset depends only on the market risk. A: 正确 B: 错误
- The amount of systematic risk present in a particular risky asset relative to that in an average risky asset is called the: A: mean. B: risk premium. C: standard deviation. D: beta coefficient. E: variance.
- 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.______
- Which one of the following states that the value of a firm is unrelated to the firm's capital structure? A: Capital Asset Pricing Model B: M & M Proposition I C: M & M Proposition II D: Efficient Markets Hypothesis