APT differs from the single-factor CAPM because the APT______.

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问题 APT differs from the single-factor CAPM because the APT______.

选项 A、places more emphasis on market risk
B、minimizes the importance of diversification
C、recognizes multiple unsystematic risk factors
D、recognizes multiple systematic risk factors

答案D

解析 答案为D项。APT不同于单一市场指数的CAPM模型,是因为APT考虑了多种系统风险因素。故本题选D项。
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