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CFA考试(Level Ⅰ) - 相关题库
单选题 编号:2692132
1. According to the CAPM, a rational, risk-averse investor would be least likely to choose as his optimal portfolio:
  • A.A 100% allocation to the risk-free asset.
  • B.The global minimum variance portfolio.
  • C.A 130% allocation to the market portfolio.

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