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lololojoan · 2018年06月06日

问一道题:NO.PZ201512300100000305 第5小题 [ CFA II ]

* 问题详情,请 查看题干

问题如下图:

选项:

A.

B.

C.

解释:

请问老师,这道题用前面一问算出来risk premium是4.3%,那么required rates of return用CAPM算出来,就大于9%。那risk premium是2%怎么计算出来的?

1 个答案

吴昊_品职助教 · 2018年06月07日

题目第四行到第五行

加油~

lololojoan · 2018年06月07日

是不是用2%的话,刚好required return是9%,用4.3%就大于9%,所以最小也是9%?

吴昊_品职助教 · 2018年06月07日

对呀,至少是9%

sherry_lee · 2019年04月17日

这句话啥意思呢

吴昊_品职助教 · 2019年04月17日

10年期国债收益率每年2%。

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2022-05-22 20:55 1 · 回答

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2022-05-10 14:22 1 · 回答

NO.PZ201512300100000305 这题是不是4.3(上一小问题)*1+7%=11。3>9%

2021-11-17 17:16 2 · 回答

NO.PZ201512300100000305 请问 Baseon using a short-term rate of 9 percent, 这句是说此题中算re要用9%的短期无风险利率来算么?为什么?

2021-08-19 13:26 1 · 回答

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2021-07-07 13:02 1 · 回答