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兔小兔 · 2021年12月21日

这个知识点在哪里啊

  1. CFA II
  2. Equity

* 问题详情，请 查看题干

NO.PZ201512300100001505

问题如下：

Silverstein should estimate the Gordon Growth Model (GGM) equity risk premium as:

选项：

A.

4.3%

B.

5.4%

C.

9.3%

解释：

B is correct. The equity risk premium estimate based on the GGM equity risk premium approach is calculated as:

GGM equity risk premium estimate = Dividend yield on the market index based on one-year-ahead aggregate forecasted dividends and aggregate market value + consensus long-term earnings growth rate – current long-term government bond yield

GGM equity risk premium estimate = 2.3% + 5.9% − 2.8% = 5.4%

我的思路是不对的么 还是计算也不对


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1 个答案

王园圆_品职助教 · 2021年12月21日

嗨，从没放弃的小努力你好：


同学你好，相关内容在讲义第５８页，请看以下截图

同学的解题思路还是需要跟考点一致，才能得到正确的答案哦～～

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虽然现在很辛苦，但努力过的感觉真的很好，加油！

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相关问题

NO.PZ201512300100001505问题如下 Silverstein shoulestimate the Gorn Growth Mol (GGM) equity risk premium as: A.4.3%B.5.4%C.9.3% B is correct. The equity risk premium estimate baseon the GGM equity risk premium approais calculateas:GGM equity risk premium estimate = vinyielon the market inx baseon one-year-aheaggregate forecastevin anaggregate market value + consensus long-term earnings growth rate – current long-term government bonyielGM equity risk premium estimate = 2.3% + 5.9% − 2.8% = 5.4% 课后题中的上一道题,计算erp用ggm的方法，当中用的rf是无风险收益率。而这道题中用的是当期长期债券收益率。是不是题目中如果没给这个收益率的话，如果要ggm的方法，就用无风险收益率来替代？

2022-08-27 14:00 1 · 回答

NO.PZ201512300100001505 5.4% 9.3% B is correct. The equity risk premium estimate baseon the GGM equity risk premium approais calculateas: GGM equity risk premium estimate = vinyielon the market inx baseon one-year-aheaggregate forecastevin anaggregate market value + consensus long-term earnings growth rate – current long-term government bonyielGGM equity risk premium estimate = 2.3% + 5.9% − 2.8% = 5.4% V0为什么不用求呢，哪里看出来是等于1？

2021-12-26 19:59 1 · 回答