cmm231 · 2024年12月04日
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NO.PZ202212260100002501
问题如下：
Basing youranswers only upon the data presented in the table above and using theinternational capital asset pricing model—in particular, the Singer–Terhaarapproach—estimate the expected risk premium for the following:
i. Swiss HealthCare Industry
ii. Swiss WatchIndustry
iii. SwissConsumer Products Industry
解释：
请问这题为什么不需要讨论correlation等于1的情况，再根据weight加权平均呢？有点分不清具体适用场景了
NO.PZ202212260100002501 问题如下 Basing youranswers only upon the ta presentein the table above anusing theinternationcapitasset pricing mol—in particular, the Singer–Terhaarapproach—estimate the expecterisk premium for the following:i. Swiss HealthCare Instryii. Swiss WatchInstry iii. SwissConsumer Procts Instry 如题。每次输入星号（乘法），公式里所有的星号都会消失，所有数字都变成了斜体且连在了一起。。
NO.PZ202212260100002501问题如下 Basing youranswers only upon the ta presentein the table above anusing theinternationcapitasset pricing mol—in particular, the Singer–Terhaarapproach—estimate the expecterisk premium for the following:i. Swiss HealthCare Instryii. Swiss WatchInstry iii. SwissConsumer Procts Instry 如果题目给出来健康产业的风险溢价，当问完全分割的情况下，是不是结果就是健康产业的风险溢价，就不需要再计算了？
NO.PZ202212260100002501 问题如下 Basing youranswers only upon the ta presentein the table above anusing theinternationcapitasset pricing mol—in particular, the Singer–Terhaarapproach—estimate the expecterisk premium for the following:i. Swiss HealthCare Instryii. Swiss WatchInstry iii. SwissConsumer Procts Instry the expecterisk premium for Swiss Health Care Instry=0.7*12.0%*(3.5%/8.5%)=3.46%the expecterisk premium for Swiss WatInstry=0.8*6.0%*(3.5%/8.5%)=1.98%the expecterisk premium for Swiss Consumer Procts Instry=0.8*7.5%*(3.5%/8.5%)=2.47%
