project 的beta好像没有教过
问题如下图:
选项:
A.
B.
C.
解释:
NO.PZ201602170500003104 问题如下 4. Sanll is performing a sensitivity analysis of the effeof the new projeon the company's cost of capital. If the China projehthe same asset risk Kruspthe estimateprojebeta for the China project, if it is finance80 percent with bt, is closest to: A.1.300. B.2.635. C.3.686. is correct.Projebeta = 1.053 {1 + [(1 − 0.375)(€80/€20)]} = 1.053 {3.5} = 3.686 现在的考纲里还有这个吗?
我列出的公式是 1.053x100=beta projectx20, 算出来不对。1.053是asset beta
为什么求的projprojebeta 是equity beta?