开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

Christinack · 2018年11月01日

问一道题:NO.PZ2015121802000051 [ CFA I ]

问题如下图:

选项:

A.

B.

C.

解释:

请问能解释 题干和选项的意思吗?

抱歉没看懂

1 个答案
已采纳答案

Shimin_CPA税法主讲、CFA教研 · 2018年11月01日

关于CAPM下面哪个选项最正确:

A 风险厌恶投资者应该至少持有一些无风险资产。(这个不一定的,可以持有,也可以为0,或者以无风险利率贷给银行)

B以标准差衡量的高风险股票在均衡条件下可以获得更高的收益(这也不对,CAPM用beta,也就是系统性风险衡量的,而不是标准差)

C所有投资者在组合中都会持有相同的风险资产(这个正确,都是持有market portfolio)

 

Christinack · 2018年11月02日

谢谢

  • 1

    回答
  • 4

    关注
  • 656

    浏览
相关问题

NO.PZ2015121802000051 问题如下 Whiof the following statement is most accurate about the capitasset pricing mol (CAPM)? A.risk-averse investor shoulleast holsome of the risk-free asset in his portfolio. B.A high-risk stowhiis measurestanrviation of returns will have high expectereturns in equilibrium. C.All investors who take on risk will holthe inticrisky asset in their portfolios. C is correct.Statement C is one of the CAPM's assumptions. A risk-averse investor woulaccept more risk only when a higher expectereturn is guarantee The CAPM assumes all investors are risk-averse. 可以一下这个题吗

2024-10-22 12:04 1 · 回答

NO.PZ2015121802000051问题如下Whiof the following statement is most accurate about the capitasset pricing mol (CAPM)?A.risk-averse investor shoulleast holsome of the risk-free asset in his portfolio.B.A high-risk stowhiis measurestanrviation of returns will have high expectereturns in equilibrium.C.All investors who take on risk will holthe inticrisky asset in their portfolios.C is correct.Statement C is one of the CAPM's assumptions. A risk-averse investor woulaccept more risk only when a higher expectereturn is guarantee The CAPM assumes all investors are risk-averse. B虽然是beta衡量,但是beta不是也跟s关吗?风险越高,beta越大,算出来的return不是越高吗?

2024-08-11 21:35 1 · 回答

NO.PZ2015121802000051问题如下Whiof the following statement is most accurate about the capitasset pricing mol (CAPM)?A.risk-averse investor shoulleast holsome of the risk-free asset in his portfolio.B.A high-risk stowhiis measurestanrviation of returns will have high expectereturns in equilibrium.C.All investors who take on risk will holthe inticrisky asset in their portfolios.C is correct.Statement C is one of the CAPM's assumptions. A risk-averse investor woulaccept more risk only when a higher expectereturn is guarantee The CAPM assumes all investors are risk-averse. B的问题是什么意思,为什么错?C跟课本的假设也不一样啊,觉得解析不对,课本上没有说风险爱好者要持有同样资产吧?

2024-04-13 18:34 1 · 回答

NO.PZ2015121802000051 问题如下 Whiof the following statement is most accurate about the capitasset pricing mol (CAPM)? A.risk-averse investor shoulleast holsome of the risk-free asset in his portfolio. B.A high-risk stowhiis measurestanrviation of returns will have high expectereturns in equilibrium. C.All investors who take on risk will holthe inticrisky asset in their portfolios. C is correct.Statement C is one of the CAPM's assumptions. A risk-averse investor woulaccept more risk only when a higher expectereturn is guarantee The CAPM assumes all investors are risk-averse. C可不可以翻译成,所有承担风险的投资者都持有一样的风险资产。这句话不太理解,为什么会持有相同的资产呢?具体对应capm的哪一个假设?

2023-11-19 18:19 1 · 回答

NO.PZ2015121802000051 问题如下 Whiof the following statement is most accurate about the capitasset pricing mol (CAPM)? A.risk-averse investor shoulleast holsome of the risk-free asset in his portfolio. B.A high-risk stowhiis measurestanrviation of returns will have high expectereturns in equilibrium. C.All investors who take on risk will holthe inticrisky asset in their portfolios. C is correct.Statement C is one of the CAPM's assumptions. A risk-averse investor woulaccept more risk only when a higher expectereturn is guarantee The CAPM assumes all investors are risk-averse. 老师您好,看了其他对A的解答,还是不太清楚。可以请老师再一下,A为什么错可以吗?谢谢老师。

2023-08-29 14:30 1 · 回答