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An analyst at CAPM Research Inc. is projecting a return of 21% on Portfolio A. The market risk premium is 11%,the volatility of the market portfolio is 14%,and the risk-free rate is 4.5%. Portfolio A  has a beta of 1.5. According to the capital asset pricing model, which of the following statements is true?
A  The expecred return of Portfolio A is greater than the expected return of the market portfolio.

答案为什么是 ，greater 而不是equal？

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关键词：market risk Volatility Statements Portfolio According 求助

有人知道吗？

The expecred return of Portfolio A=4.5+1.5*11=21%
expected return of the market =11+4.5=15.5
,so 21>15.5 ,the answer is A