Consider the statement If we can identify a portfolio that beats the S P 500 Index portfolio, then we should reject the single index CAPM Do you agree or disagree Explain ...

An example of this scenario would be an investment in ...

Consider the statement: If we can identify a portfolio that beats the S&P 500 Index portfolio, then

Question:

Consider the statement: "If we can identify a that beats the S&P 500 Index then we should reject the single-index CAPM." Do you agree or disagree? Explain.
Portfolio
A portfolio is a grouping of financial assets such as stocks, bonds, commodities, currencies and cash equivalents, as well as their fund counterparts, including mutual, exchange-traded and closed funds. A portfolio can also consist of non-publicly...