Q.
1

Asset Pricing Constructs

Proposer(s)
a) Mean-variance portfolio criterion (i)  Black and scholes
b) Size and book to market value portfolios (ii)  Sharpa. Lintner and Mossin
c) Capital asset pricing model (iii)  Fama & French
d) Derivative (option) pricing (iv)  Markowitz. Harry

Choose the correct match from option given below:

  • A

    (a)-(iii), (b)-(i), (c)-(iv), (d)-(ii)

     

     

     

     

  • B

    (a)-(iv), (b)-(iii), (c)-(ii), (d)-(i)

  • C

    (a)-(ii), (b)-(iv), (c)-(i), (d)-(iii)

  • D

    (a)-(iv), (b)-(i), (c)-(iii), (d)-(ii)