请问老师,这道题有截图步骤和最终答案吗?视频里并没有提供相应的内容。
源_品职助教 · 2024年07月22日
嗨,爱思考的PZer你好:
同学可以参考下以下的计算哈:
The segmented market risk premium will decline from 6.6% (calculated
as 22.0% × 0.30 = 6.6%) to 5.4% (= 18% × 0.30). The fully integrated risk
premium will increase from 3.30% (= 0.50 × 22.0% × 0.30) to 3.78% (= 0.70
× 18.0% × 0.30). The weighted average premium will decline from 4.79% [=
(0.55 × 3.30%) + (0.45 × 6.60%)] to 4.19% [= (0.75 × 3.78%) + (0.25 × 5.40%)],
so the net effect is a decline of 60 bps.
----------------------------------------------努力的时光都是限量版,加油!