Problem:
Answer the following questions:
Question 1: "Is it not inconsistent to measure risk by standard deviation in mean-variance (portfolio theory) and by beta in the Capital Asset Pricing Model"? Discus
Question 2: The problems and shortcomings of Capital Asset Pricing Model
Question 3: Briefly describe Arbitrage Pricing Model?
Question 4: Explain CML and contrast it with SML. Include in your discussion systematic risk and unsystematic risk and how it is measured and which of these is relevant to investors?
Question 5: What is dominance principle? What is its place in the Portfolio management?
Explain in detail and no word limits count.