rf题目里貌似没有找到。
问题如下图:
选项:
A.
B.
C.
解释:
NO.PZ2015121801000104问题如下analyst gathers the following information:With respeto the capitasset pricing mol, if the expectemarket risk premium is 6%,the security with the highest expectereturn is:A.Security 1.B.Security 2.C.Security 3.is correct.Security 3 hthe highest betthus, regaress of the value for the risk-free rate, Security 3 will have the highest expectereturn: E(Ri) = Rf + βi[E(Rm)–Rf]这题看beta就可以了吗?
NO.PZ2015121801000104 问题如下 analyst gathers the following information:With respeto the capitasset pricing mol, if the expectemarket risk premium is 6%,the security with the highest expectereturn is: A.Security 1. B.Security 2. C.Security 3. is correct.Security 3 hthe highest betthus, regaress of the value for the risk-free rate, Security 3 will have the highest expectereturn: E(Ri) = Rf + βi[E(Rm)–Rf] 股票自己的波动率,这个是不是就包含在β里面,能在一定程度上反映这个股票对于整体市场变动的敏感程度。
Security 2. Security 3. C is correct. Security 3 hthe highest betthus, regaress of the value for the risk-free rate, Security 3 will have the highest expectereturn: E(Ri) = Rf + βi[E(Rm)–Rf]题目没有说3个资产的Rf相同呀。说了吗?
请问题目里哪里说到Rf相同呢,谢谢