NO.PZ2018091701000067
问题如下:
What is the relationship between the equity return and future consumption outcomes,if a risk-averse investor requires a large equity risk premium?
选项:
A.Negative relativity
B.Positive relativity.
C.uncorrelated.
解释:
B is correct.
考点:股票与股权风险溢价。
解析:
结论:Equities are a bad hedge for bad consumption outcomes,因此equity return和consumption outcomes正相关。
老师,这道题目中“future consumption outcomes”这个词的意思我有点迷茫,是指对于未来消费的预期吗?
如果这样的话,收益越高,不就是未来消费肯定更多吗?就和组合这一章节和后面那句话都没有关系了。所以我觉得我的理解有问题。麻烦老师指导一下。