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四喜丸子 · 2023年08月29日

请问老师这道题的考点是什么？

  1. CFA I
  2. Portfolio

NO.PZ2018070201000101

问题如下：

According to the capital asset pricing model, what is the relationship between the market risk premium and the excess market return?

选项：

A.

Market risk premium is less than the excess market return.

B.

Market risk premium equals to the excess market return.

C.

Market risk premium is higher than the excess market return.

解释：

B is correct.

With regard to the capital asset pricing model, the market risk premium equals to the market return minus the risk-free rate, i.e. the the return in excess of the market return.

老师您好，


请问老师这道题的考点是什么哈？


是需要掌握Rm-Rf的两种表达方式吗？


还是说这两种不同的表达，分别在不同的知识点有应用哈？


谢谢老师~

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1 个答案

星星_品职助教 · 2023年08月30日

同学你好，

本题考察对CAPM公式中“Rm-Rf”的理解，掌握这两种说法指的都是Rm-Rf即可。

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