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

admin2011-01-24  29

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。
转载请注明原文地址:https://kaotiyun.com/show/oaYd777K
0

最新回复(0)