NO.PZ202212260100001801
问题如下:
Calculate the expected return that an equal-weighted investment in the three securities could provide.
选项:
解释:
答案
Estimate of the expected return of an equal-weighted investment in the three securities: (3.8% + 4.8% + 6.1%)/3 = 4.9%.
中文解析:
三种证券等加权投资的预期收益估计:(3.8% + 4.8% + 6.1%)/3 = 4.9%。
1-year government bond expected return=3.8%
10-year government bond expected return=3.8%+1%=4.8%
10-year BBB corporate bond expected return=3.8%+1%+0.75%+0.55%=6.1%
the expected return that an equal-weighted investment in the three securities could provide=(3.8+4.8+6.1)%/3=4.9%