Which of the Following Equations Is INCORRECT

question 69

Multiple Choice

Which of the following equations is INCORRECT?

• A)E[RxCML] = rf + x(E[RMkt] + rf)
• B)ri = rf + b(E[RMkt] - rf)
• C)SD(RxCML)= xSD(RMkt)
• D)E[RxCML] = (1 - x)rf + xE[RMkt]

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