Hugogooo · 2020年05月04日
问题如下：
Jacques decides to use GGM to calculate a forward looking equity risk premium for the US equity market using data on the S&P 500 index. Based on below table, the forward-looking estimate for the US equity risk premium is closest to:
选项：
A.2.2%
B.3.6%
C.1.8%
解释：
C is correct.
考点：Equity risk premium
解析: C是正确的。根据表中的数据,使用GGM的公式计算前瞻性的股票风险溢价为: D1/P+g-Rf = 1.4% + 3.0% - 2.6% = 1.8%。
请问div yield based on ...为什么等于1.4%？P0=？我可能英语部分没看懂
NO.PZ2018103102000004问题如下Jacques cis to use GGM to calculate a forwarlooking equity risk premium for the US equity market using ta on the S P 500 inx. Baseon below table, the forwarlooking estimate for the US equity risk premium is closest to: A.2.2% B.3.6% C.1.8% C is correct.考点Equity risk premium解析: C是正确的。根据表中的数据,使用GGM的公式计算前瞻性的股票风险溢价为: /P+g-Rf = 1.4% + 3.0% - 2.6% = 1.8%。根据ERP=/P+g-Rf 的公式，我可否理解为因为ERP=Rm-Rf，同时Rm=Capitgain+vinyiel所以Rm可以=g+vinyiel
这个公式里计算出来的ERP和 g= rf + beta * ERP里的ERP是一个定义么？
