位置18的问题 Based on the capital asset pricing model (CAPM), which of the following should earn the highest risk premium?Stock with a beta of 1.24U.S. Treasury billDiversified portfolio with returns similar to the overall marketPortfolio with a beta of 1.12Stock with a beta of .63清除选择单项选择题

A

Stock with a beta of 1.24

B

U.S. Treasury bill

C

Diversified portfolio with returns similar to the overall market

D

Portfolio with a beta of 1.12

E

Stock with a beta of .63

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CAPM implies that if stock A has higher volatility than stock B, then stock A should have a higher expected return than stock B, as a form of risk compensation.

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