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Basic Question 11 of 11

The CAPM asserts that ______

I. the expected returns of assets vary only by their systematic risk as measured by beta.
II. two assets with the same beta will have the same expected return irrespective of the nature of those assets.
III. all assets are defined only by their beta risk.

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I am happy to say that I passed! Your study notes certainly helped prepare me for what was the most difficult exam I had ever taken.
Andrea Schildbach

Andrea Schildbach

Learning Outcome Statements

explain the capital asset pricing model (CAPM), including its assumptions, and the security market line (SML)

calculate and interpret the expected return of an asset using the CAPM

CFA® 2025 Level I Curriculum, Volume 2, Module 2.