om one model to the other
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Related questions
Question
One can use the equations of the Markowitz model to derive the CAPM equation. At this
point, one would be wrong to conclude that this is the CAPM model. What additional argument
is necessary to make the transition from one model to the other?
a. All other options are necessary.
b. There is a single investor who holds the mean-variance efficient portfolio.
c. There is at least one investor who holds the market portfolio.
d. Investors know the returns and standard deviations of all securities in the economy.
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