問題詳情
1.Which of the following statements is incorrect?
(A) If the market portfolio is not efficient, then a stock's beta with the market is not an adequate measure of itssystematic risk.
(B)The true market portfolio stocks, bonds, real estate, art, and precious metals.
(C) Nonzero alphas may indicate that the wrong market proxy is beings used.
(D) The inforrnation required to implement a momentum strategy is not readily available to investors.
參考答案
答案：[無官方正解]
難度：計算中-1
書單：沒有書單，新增