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oli · 2021年11月05日

请问本题中求risk premium的公式是什么?

NO.PZ2015121801000138

问题如下:

An analyst observes the following historic geometric returns:

The risk premium for corporate bonds is closest to:

选项:

A.

3.5%

B.

3.9%

C.

4.0%

解释:

B is correct. (1 + 0.0650)/(1 + 0.0250) – 1 = 3.9%

请问本题中求risk premium的公式是什么?

1 个答案

Kiko_品职助教 · 2021年11月05日

嗨,爱思考的PZer你好:


这道题是用几何平均求的risk premium。

(1+ real rate)= (1+real risk free return ) *(1+ RP)

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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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