According to the portfolio theory of securities, as the types of securities in the portfolio increase, then()
A. Non-systematic risk reduction
B. Reduced systematic and non-systematic risks
C. Increased systematic and non-systematic risks
D. Reduction of systematic risk and increase non-systematic risks
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The symbol of the birth of modern capital market theory is()
A. Markowitz publishes Portfolio Choices
B. Sharp publishes Portfolio Theory and Capital Markets
C. Arbitrage pricing theory
D. Blake and Scholes publish capital asset pricing model: empirical research
The founder of the capital asset pricing model is()
A. William Sharp
B. Markowitz
C. Eugene Fama
D. Blake and Scholes
A known beta factor of a security or portfolio is equal to 1, indicating that the security or portfolio is()
A. Same risk as market portfolio
B. Completely risk-free
C. Very low risk
D. Twice the risk of the market portfolio
According to the status of interest rates, interest rates can be divided into()
A. Base rate
B. General interest rate
C. Market interest rate
D. Official rate
E. Fixed interest rate
F. Risk-free interest rate