2021年CFA考试《Level Ⅰ》考试题库-CFA考试(Level Ⅰ)-Mock Exam 1 Afternoon Session-
财会经济-CFA特许金融分析师
单选题-Which of the following statements about the market portfolio and the capital market line (CML) is least accurate? The market portfolio:
单选题
A.Assumes an equal amount is invested in each risky asset.
B.Is perfectly positively correlated with other portfolios on the CML.
C.Bears risk that is related to changes in macroeconomic variable.
我个人认为这个应该是:A
解析:All risky assets are included in the market portfolio at market value, not in equal amounts.
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