Flying马 · 2024年11月12日
NO.PZ2018070201000104
问题如下：
Based on the capital asset pricing model, please choose the security that has the highest expected return assuming the expected market risk premium if 8%.
选项：
A.
Security 1.
B.
Security 2.
C.
Security 3.
解释：
C is correct.
E(Ri) = Rf + βi[E(Rm)–Rf]
Security 3 will have the highest expected return among all three securities because it has the highest beta.
请问expected risk premium到底是βi[E(Rm)–Rf]还是[E(Rm)–Rf]？ 前面做了个题 解析说是βi[E(Rm)–Rf]。这道题里说是[E(Rm)–Rf]。
NO.PZ2018070201000104 问题如下 Baseon the capitasset pricing mol, please choose the security thhthe highest expectereturn assuming the expectemarket risk premium if 8%. A.Security 1. B.Security 2. C.Security 3. C is correct.E(Ri) = Rf + βi[E(Rm)–Rf]Security 3 will have the highest expectereturn among all three securities because it hthe highest bet 这个=expectemarket risk premium8%
NO.PZ2018070201000104 问题如下 Baseon the capitasset pricing mol, please choose the security thhthe highest expectereturn assuming the expectemarket risk premium if 8%. A.Security 1. B.Security 2. C.Security 3. C is correct.E(Ri) = Rf + βi[E(Rm)–Rf]Security 3 will have the highest expectereturn among all three securities because it hthe highest bet 可以给下计算过程吗
NO.PZ2018070201000104 1.老师能求下1和2的结果代入分别等于多少吗？
Security 2. Security 3. C is correct. E(Ri) = Rf + βi[E(Rm)–Rf] Security 3 will have the highest expectereturn among all three securities because it hthe highest bet老师，请问为什么这道题只考虑beta.不用管其他？
