单项选择题

As part of the portfolio management process, Jill Mathews is collecting data in order to estimate the Security Market line. The slope of the Security Market Line corresponds to:

A. the amount of risk per unit return that investors must take in the market.
B. the nominal risk-free rate.
C. the return per unit risk required by all investors.

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单项选择题When the market is in equilibrium:

A. all assets plot on the SML.
B. all assets plot on the CML.
C. stock betas converge to one.

单项选择题Suppose the correlation between the returns of Belgian stocks and US stocks increased. Assuming that the standard deviations of the countries’ stock returns remain unchanged, which of the following will occur

A. Risk estimates (standard deviations) for portfolios containing both U. S. and Belgian stocks will increase
B. The beta for Belgian stocks from a U.S. perspective will increase
C. A and B