NO.PZ2020010801000011
问题如下:
In a CAPM that regresses Wells Fargo on the market, the coefficients on monthly data are a = 0.1 and b = 1.2. What is the expected excess return on Wells Fargo when the excess return on the market is 3.5%?
选项:
解释:
The expected return is 0.1 + 1.2 * 3.5% = 14.2%. This value is the fitted value from the linear regression when the excess return on the market is 3.5%.
不是说考试时给百分号的直接用百分号前的数字去计算嘛,怎么跟何老师上课讲的不一样,考试最终用什么比较好