NO.PZ2021091701000020
问题如下:
At the time of valuation, the estimated betas for JPMorgan Chase & Co. and the
Boeing Company were 1.50 and 0.80, respectively. The risk-free rate of return
was 4.35%, and the equity risk premium was 8.04%. Based on these data, calculate the required rates of return for these two stocks using the CAPM.
备注:
此题为原版书课后题,原题确实是没有选项的。
大家不用纠结题目类型哈,可以先自己计算,然后和答案比对,看结果是否正确即可
选项:
解释:
请问这里为什么可以用equity risk premium,而不是market risk premium呢?
CAPM公式里面应该是market risk premium。它们好像不一样呢。