※ 引述《yaevna (yaevna)》之銘言： : Investors demand higher expected rates of return on stocks with more : varible rates of return. : 請問這敘述錯在哪呢？！ : 依資本市場線來說，總風險愈大，期望報酬不是也愈大嗎？！ : 謝謝～ : --- : 原題目: : Which of the following statements is incorrect? : A. Investors demand higher expected rates of return on stocks with more : varible rates of return. : B. The CAPM predicts that a security with a beta of zero will provide a : risk-free rate. : C. Investors demand higher expected rate of return from stocks with returns : that are highly exposed to macroeconomic changes. : D. A diversified portfolio with beta of 2 is twice as volatile as the market : portfolio. In the effecient frontier model, investors seek the portfolio with the same expected return with lower risk, or the same risk with higher return... 因此投資人是期望能獲得較高的報酬，但承受較低的風險~ 小弟的淺見.. --

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