according to the capm, the optimal risky portfolio (tangency portfolio) _____. has the lowest systematic risk is the market portfolio. depends on risk aversion has the highest expected return

Respuesta :

According to the CAPM, the optimal risky portfolio (tangency portfolio) expected variance has the lowest systematic risk is the market portfolio. depends on risk aversion has the highest expected return.

In finance and economics, systematic risk is vulnerability to events that affect aggregate outcomes, such as general market returns, aggregate resource stocks across the economy, or aggregate income.

Systematic risk is risk that is specific to an entire market or market segment. Systematic risk, also known as 'non-diversifiable risk', 'volatility' or 'market risk', affects the entire market, not just a particular stock or industry.

Systematic risk is the risk that affects an entire market or a large sector of a market rather than just a single stock or industry. Examples are natural disasters, weather events, inflation, interest rate fluctuations, war and even terrorism.

Learn more about systematic risk https://brainly.com/question/28414333

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