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

· 2021年04月07日

为什么不是用Rm-Rf的公式呢?

NO.PZ2015121801000137

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%

这里equity的Rm不是等于8%,然后Rf就是treasury bill2.5%?

然后两者相减为5.5%。


答案里面用长得像费雪公式算出来的是啥?

如果要算real return要除以的也应该是inflation rate


答案里面这种解法就好像杂糅了两个公式一样,不知道我说清楚问题了没有,请多指教,谢谢~

1 个答案

丹丹_品职答疑助手 · 2021年04月07日

嗨,从没放弃的小努力你好:


同学你好,其实题干也提示了是geometric ,所以要用除法。我们可以将treasure bill理解为rf,股票价格和rf之间的差别就反应了inflation。所以去求risk premium的时候也包含在了里面

----------------------------------------------
虽然现在很辛苦,但努力过的感觉真的很好,加油!

  • 1

    回答
  • 0

    关注
  • 566

    浏览
相关问题

NO.PZ2015121801000137问题如下analyst observes the following historic geometric returns: The risk premium for equities is closest to: A.5.4%. B.5.5%. C.5.6%. A is correct. (1 + 0.080)/(1 + 0.0250) – 1 = 5.4% 如题,求老师帮忙解惑。另外,考点目前应该在基础课哪里?

2024-03-12 17:02 1 · 回答

NO.PZ2015121801000137问题如下analyst observes the following historic geometric returns: The risk premium for equities is closest to: A.5.4%. B.5.5%. C.5.6%. A is correct. (1 + 0.080)/(1 + 0.0250) – 1 = 5.4% 如题,不好意思我记得数量里有相关等式介绍,请问数量里在基础课哪里?

2024-03-12 16:58 1 · 回答

NO.PZ2015121801000137 问题如下 analyst observes the following historic geometric returns: The risk premium for equities is closest to: A.5.4%. B.5.5%. C.5.6%. A is correct. (1 + 0.080)/(1 + 0.0250) – 1 = 5.4% 为什么不能直接rm-rf?

2023-05-02 04:38 1 · 回答

NO.PZ2015121801000137 问题如下 analyst observes the following historic geometric returns: The risk premium for equities is closest to: A.5.4%. B.5.5%. C.5.6%. A is correct. (1 + 0.080)/(1 + 0.0250) – 1 = 5.4% 老师好,请问这个题目所涉及的知识点是在哪个章节哪个视频里面?

2023-03-27 16:29 1 · 回答

NO.PZ2015121801000137问题如下analyst observes the following historic geometric returns: The risk premium for equities is closest to: A.5.4%. B.5.5%. C.5.6%. A is correct. (1 + 0.080)/(1 + 0.0250) – 1 = 5.4% 请问这个题是这个章节的嘛?麻烦指明出处谢谢

2022-12-22 22:26 2 · 回答