单项选择题
According to the Capital Asset Pricing Model （CAPM），the market portfolio（）
A.includes all risky assets invested in equal amounts.
B.is exposed to both unsystematic and systematic risk.
C.is perfectly positively correlated with other portfolios on the CML.
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相关考题
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单项选择题
Which of the following performance measures most likely relies on systematic risk as opposed to total risk when calculating risk-adjusted return？（）
A.M-squared
B.Sharpe ratio
C.Treynor ratio -
单项选择题
A portfolio manager generated a rate of return of 15.5% on a portfolio with beta of 1.2.If the risk-free rate of return is 2.5% and the market return is 11.8%，Jensen’s alpha for the portfolio is closest to：（）
A.1.84%
B.4.34%
C.3.70% -
单项选择题
If the degree of financial leverage （DFL）is 1.00，the operating breakeven point compared to the breakeven point，is most likely（）
A.lower.
B.higher.
C.the same.
