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J · 2020年06月09日

问一道题:NO.PZ2015121801000137 [ CFA I ]

问题如下:

An analyst observes the following historic geometric returns:

The risk premium for equities is closest to:

选项:

A.

5.4%.

B.

5.5%.

C.

5.6%.

解释:

A is correct. (1 + 0.080)/(1 + 0.0250) – 1 = 5.4%

那么什么时候我们用R-RF什么时候用这个题中的公式呢
1 个答案

丹丹_品职答疑助手 · 2020年06月09日

嗨,从没放弃的小努力你好:


同学你好,R-RF是求风险资产高于无风险收益率的部分的简化计算


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就算太阳没有迎着我们而来,我们正在朝着它而去,加油!


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