CAPM assumes that the market is the only source of covariance between returns和if we employ a procedure and identify more than one common factor, we can logically reject the CAPM.这两句话如何错了？

when using historical data to determine expected return inputs into a mean-variance portfolio optimization model, the longest possible time frame is best这句话为何错？还有另一个选项 treasury bill returns tend to be positively auto-correlated and this implies that T-bills are effectively a decreasing risky asset as the investment time horizon grows. 这句话为何错

请问老师这题D选项怎么错了？谢谢

老师好，请问第16题这里的I/Y为啥是用market rate的5%，而不是用coupon rate的6%？还有计算AI的那里，为啥还要乘30？

请老师帮忙解答这道题目错误的选项错哪了，感谢！

72题B选项，请问老师 B选项 loss severity 到底是绝对值还是百分比，它应该服从对数正态分布还是正态分布？

请问老师54题为什么vega小于0，theta大于0？老师说是因为unfavorable，不太理解…

老师这个图是不是画的不对啊执行价格越低的call期权费不应该越高吗

老师好，弱弱地问一句，像蓝色圈里的式子怎么算简便些？还有用计算器的话，PV旁边的cpt是啥，摁的时候摁进去吗

请问老师这题的解答只解释了正确选项，没说错误的怎么错了。请你解答。谢谢