第一題：（作答方式得以英文或中文作答） When we observe a return of R
M on the market, what do we expect the return on a portfolio with a beta of β to be? The capital asset pricing model (CAPM) relates the expected return on a portfolio to the expected return on the market. But it can also be used to relate the expected return on a portfolio to the actual return on the market:
E (RP) = RF + β (RM - RF)
where RF is the risk-free rate and RP is the return on the portfolio. Please answer the following questions:
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