The intercept and slope of the capital m...

题目

The intercept and slope of the capital market line are:

选项

A.RM and [E(RP) - RF] / σP, respectively.

B.RF and [E(RP) - RF] / σM, respectively.

C.RM and [E(RM) - RP] / σM, respectively.

D.RF and [E(RM) - RF] / σM, respectively.

答案

D

解析

The quotation of CML is「huixue_img/importSubject/1564170577139339264.png」 ,thus, the intercept is R_F and the slope is「huixue_img/importSubject/1564170577223225344.png」