投资学课后习题答案Chap009.pdfVIP

CHAPTER 9: THE CAPITAL ASSET PRICING MODEL CHAPTER 9: THE CAPITAL ASSET PRICING MODEL PROBLEM SETS 1. E(r )  r   [E(r )  r ] P f P M f .12 .18  .06   [.14 .06]     1.5 P P .08 2. If the securit ’s correlation coefficient with the market portfolio doubles (with all