NO.PZ2018091701000012
问题如下:
Based on the following table, macroeconomic two-factor model:
Which of the following statement is correct?
选项:
A. the expected return for Fund A is 4.01%.
B. the expected return for Fund B is 0.1%.
C. the expected return for Fund C is 1%.
解释:
A is correct.
考点:macroeconomic two-factor model的变量辨析。
解析:在宏观经济模型里,截距项就是expected return.
F是surprise,表格里单独的这列是什么?