风险溢价的计算

NO.PZ2015121801000137

问题如下：

An analyst observes the following historic geometric returns:

The risk premium for equities is closest to:

选项：

5.4%.

5.5%.

5.6%.

解释：

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

老师，这里的风险溢价为什么不是直接用股票收益率8%减掉无风险利率2.5%等于5.5%呢？

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Kiko_品职助教 · 2021年12月17日

嗨，努力学习的PZer你好：

同学你好，本题考查的是real returns and risk premiums for asset classes.这个知识点，即下面你这个公式

Rm-Rf是CAPM模型中一个通用的公式,对任何资产类型都可以用。而题干中专门指出risk premium for equity ，本题目适用，请知悉。

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努力的时光都是限量版，加油！

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风险溢价的计算

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