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Lay You Lum · 2021年04月01日

可以解释一下这道题吗？

  1. CFA II
  2. Equity

* 问题详情，请 查看题干

NO.PZ201512300100000305

问题如下：

5. Common stock issues in the above market with average systematic risk are most likely to have required rates of return:

选项：

A.

between 2 percent and 7 percent.

B.

between 7 and 9 percent.

C.

9 percent or greater.

解释：

C is correct.

Based on a long-term government bond yield of 7 percent, a beta of 1, and any of the risk premium estimates that can be calculatedfrom the givens (e.g., a 2 percent historical risk premium estimate or 4.3 percent supply side equity risk premium estimate), the required rate ofreturn would be at least 9 percent. Based on using a short-term rate of 9 percent, C is the correct choice.

可以解释一下这道题吗？

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1 个答案

Debrah_品职答疑助手 · 2021年04月01日

嗨，从没放弃的小努力你好：


这道题目就是根据CAPM模型计算收益率，Re=Rf+β*（Rm-Rf），然后分别根据题目计算。你是哪个项目看不懂

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2022-05-22 20:55 1 · 回答

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2022-05-10 14:22 1 · 回答

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2021-11-17 17:16 2 · 回答

NO.PZ201512300100000305 请问 Baseon using a short-term rate of 9 percent, 这句是说此题中算re要用9%的短期无风险利率来算么？为什么？

2021-08-19 13:26 1 · 回答

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2021-07-07 13:02 1 · 回答