Question
Which of the following statement is NOT correct? In an economy that has four risky assets and a risk-free asset, any portfolio on the mean-variance
Which of the following statement is NOT correct?
| In an economy that has four risky assets and a risk-free asset, any portfolio on the mean-variance efficiency frontier is the best plausible portfolio | ||
| CAPM is an equilibrium model | ||
| Overpriced stocks should plot below the Security Market Line | ||
| If CAMP is true, the market portfolio is on the mean-variance efficiency frontier |
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Corporate Finance Theory And Practice
Authors: Aswath Damodaran
2nd Edition
0471283320, 9780471283324
