问题如下图:
选项:
A.
B.
C.
解释:
请问这里market return指的就是市场的RF无风险收益率么?
NO.PZ2015121801000101问题如下 With respeto the capitasset pricing mol, the market risk premium is:A.less ththe excess market return.B.equto the excess market return.C.greater ththe excess market return.is correct.In the CAPM, the market risk premium is the fferenbetween the return on the market anthe risk-free rate, whiis the same the return in excess of the market return.那 E(Ri)-Rf 是个股的叫 excess return?题目问的是市场的excess market return是固定的一个数?
请问老师,excess of market return 是什么意思?
为啥相等呢???????
问一道题:NO.PZ2015121801000101E(Ri)-Rf=Beta*(E(Rm)-Rf),不是还要考虑Beta大小吗