套利定价理论和市场指数组 >APT with market index portfolio E(r)% M E(rm-rrl 市场风险益价 Market risk premium 无风险 Risk free 1.0Bea(市场指数 Market Index) 12-1112-11 E(r)% Beta (市场指数Market Index) 无风险 Risk Free M 1.0 [E(rM) - rf ] 市场风险益价 Market Risk Premium »套利定价理论和市场指数组 »APT with Market Index Portfolio