- CFA Exams
- CFA Level I Exam
- Topic 9. Portfolio Management
- Learning Module 2. Portfolio Risk and Return: Part II
- Subject 5. The Capital Asset Pricing Model
CFA Practice Question
The CAPM asserts that ______
II. two assets with the same beta will have the same expected return irrespective of the nature of those assets.
III. all assets are defined only by their beta risk.
I. the expected returns of assets vary only by their systematic risk as measured by beta.
II. two assets with the same beta will have the same expected return irrespective of the nature of those assets.
III. all assets are defined only by their beta risk.
Correct Answer: I, II and III
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