※ 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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