According to the CAPM model, which of the following statements is incorrect?
选项:
A:If the risk-free interest rate
is lowered, the yield of a single security will be reduced in direct proportion
B:The increase in the expected risk premium of a single
security is proportional to beta
C:When the price of a security is fair, Alpha is zero
D:In equilibrium, all securities and portfolios are on
the stock market line
发布时间:2024-06-15 15:27:03