开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

努力旋转的陀螺 · 2022年11月21日

请问hold和borrow assets的区别在哪里

  1. CFA I
  2. Portfolio

NO.PZ2015121802000051

问题如下：

Which of the following statement is most accurate about the capital asset pricing model (CAPM)?

选项：

A.

An risk-averse investor should at least hold some of the risk-free asset in his portfolio.

B.

A high-risk stock which is measured as standard deviation of returns will have high expected returns in equilibrium.

C.

All investors who take on risk will hold the identical risky asset in their portfolios.

解释：

C is correct.

Statement C is one of the CAPM's assumptions. A risk-averse investor would accept more risk only when a higher expected return is guaranteed. The CAPM assumes all investors are risk-averse.

这个关于A的解释：https://class.pzacademy.com/qa/102129

borrow risk-free assets不也相当于持有吗

添加评论
1 个答案

pzqa27 · 2022年11月21日

嗨，爱思考的PZer你好：


不是啊，borrowed是借钱，这里是按无风险利率来借钱，然后投资到有风险的资产里去，所以不是hold risk free asset

----------------------------------------------
加油吧，让我们一起遇见更好的自己！

  • 1

    回答

  • 0

    关注

  • 437

    浏览
相关问题

NO.PZ2015121802000051 问题如下 Whiof the following statement is most accurate about the capitasset pricing mol (CAPM)? A.risk-averse investor shoulleast holsome of the risk-free asset in his portfolio. B.A high-risk stowhiis measurestanrviation of returns will have high expectereturns in equilibrium. C.All investors who take on risk will holthe inticrisky asset in their portfolios. C is correct.Statement C is one of the CAPM's assumptions. A risk-averse investor woulaccept more risk only when a higher expectereturn is guarantee The CAPM assumes all investors are risk-averse. 可以一下这个题吗

2024-10-22 12:04 1 · 回答

NO.PZ2015121802000051问题如下Whiof the following statement is most accurate about the capitasset pricing mol (CAPM)?A.risk-averse investor shoulleast holsome of the risk-free asset in his portfolio.B.A high-risk stowhiis measurestanrviation of returns will have high expectereturns in equilibrium.C.All investors who take on risk will holthe inticrisky asset in their portfolios.C is correct.Statement C is one of the CAPM's assumptions. A risk-averse investor woulaccept more risk only when a higher expectereturn is guarantee The CAPM assumes all investors are risk-averse. B虽然是beta衡量，但是beta不是也跟s关吗？风险越高，beta越大，算出来的return不是越高吗？

2024-08-11 21:35 1 · 回答

NO.PZ2015121802000051问题如下Whiof the following statement is most accurate about the capitasset pricing mol (CAPM)?A.risk-averse investor shoulleast holsome of the risk-free asset in his portfolio.B.A high-risk stowhiis measurestanrviation of returns will have high expectereturns in equilibrium.C.All investors who take on risk will holthe inticrisky asset in their portfolios.C is correct.Statement C is one of the CAPM's assumptions. A risk-averse investor woulaccept more risk only when a higher expectereturn is guarantee The CAPM assumes all investors are risk-averse. B的问题是什么意思，为什么错？C跟课本的假设也不一样啊，觉得解析不对，课本上没有说风险爱好者要持有同样资产吧？

2024-04-13 18:34 1 · 回答

NO.PZ2015121802000051 问题如下 Whiof the following statement is most accurate about the capitasset pricing mol (CAPM)? A.risk-averse investor shoulleast holsome of the risk-free asset in his portfolio. B.A high-risk stowhiis measurestanrviation of returns will have high expectereturns in equilibrium. C.All investors who take on risk will holthe inticrisky asset in their portfolios. C is correct.Statement C is one of the CAPM's assumptions. A risk-averse investor woulaccept more risk only when a higher expectereturn is guarantee The CAPM assumes all investors are risk-averse. C可不可以翻译成，所有承担风险的投资者都持有一样的风险资产。这句话不太理解，为什么会持有相同的资产呢？具体对应capm的哪一个假设？

2023-11-19 18:19 1 · 回答

NO.PZ2015121802000051 问题如下 Whiof the following statement is most accurate about the capitasset pricing mol (CAPM)? A.risk-averse investor shoulleast holsome of the risk-free asset in his portfolio. B.A high-risk stowhiis measurestanrviation of returns will have high expectereturns in equilibrium. C.All investors who take on risk will holthe inticrisky asset in their portfolios. C is correct.Statement C is one of the CAPM's assumptions. A risk-averse investor woulaccept more risk only when a higher expectereturn is guarantee The CAPM assumes all investors are risk-averse. 老师您好，看了其他对A的解答，还是不太清楚。可以请老师再一下，A为什么错可以吗？谢谢老师。

2023-08-29 14:30 1 · 回答