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Which of the following statement(s) about the CAPM are correct? 1. The market portfolio has a beta of one 2. The slope of the security
Which of the following statement(s) about the CAPM are correct? 1. The market portfolio has a beta of one 2. The slope of the security market line is the Sharpe ratio of the market portfolio 3. The expected return of a zero-beta asset is risk free rate. 4. The intercept of the security market line is risk free rate. O 1,4 O 2,3 1,3 O 3,4
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