Explain how SIX different socialization forces (a different force for each paragraph) have molded you to be feminine/masculine. In each paragraph, identify the socialization force, tell me the gender trait it taught you, and how it taught you that trait. You may not use those covered in class: parents [to include interaction, names, dress, toys, punishment, chores], board games, school, language, sports, pageants.
he CAPM is a general equilibrium model is used to determine the relationship between profitability and risk of a portfolio investment or title when the capital market is in equilibrium. The model assumes, among other things, that all investors in the market determine the optimal portfolio using the approach of Harry Markowitz. The CAPM model has a simple approach, and is based on a series of assumptions on the capital market. Although the model assumptions do not necessarily meet in real life, the predictive ability of the model has proven effective. The pricing model of capital assets balance model or financial assets, better known as CAPM, for its name in English (Capital Asset Pricing Model), was developed by Sharpe (1964) and Litner (1965). Both based their studies on research conducted by Markowitz and Tobin (1960), who affi rmed that all investors select their portfolios through the mean-variance criterion. The objective is quantified car model and interpret the relationship between risk and return because through this linear relationship can establish the balance of the financial markets. Like any economic model, the CAPM based its relevance more or less restrictive assumptions, which have enabled it to draw conclusions universally accepted. According to Sharpe (1964), the basic assumptions on which is built the CAPM are: a) It is a static model, that is, there is only one period in which the assets are traded or exchanged at the beginning of the period and consumption takes place at the end of it when the assets produce a payment or performance. b) Investors acting in the market are individuals risk averse that maximize expected utility in one period, ie, the expected utility function is assumed biparametric, dependent solely on the expectation and variance of the random distributions probability yields financial assets at risk. Although this assump>GET ANSWER Let’s block ads! (Why?)