All of the following questions remain to be answered in the real world except
A) What is a good proxy for the market portfolio?
B) What happens when you cannot borrow or lend at the risk free rate?
C) How good is the capital asset model as a predictor?
D) What is the beta of the market portfolio of risky assets?
E) What is the stability of beta for individual stocks?
Correct Answer:
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Q46: The Efficient Frontier refers to a set
Q47: All of the following are assumptions of
Q48: If the wrong benchmark (or market portfolio)is
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Q52: In the presence of transactions costs,the SML
Q53: A completely diversified portfolio would have a
Q54: Which of the following variables were found
Q55: The fact that tests have shown the
Q56: Which of the following is not a
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