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非恒名 · 2024年01月15日

会在什么情况下选4. 4%的bond吗

  1. CFA III
  2. Capital Market Expectations

NO.PZ2022122601000063

问题如下：

Minglu Li is an analyst for REDD and specializes in the consumer credit industry. Last year (2012), Li and her team gathered data to determine the expected return for the industry, shown in Exhibit 1.


After considering a number of approaches, Li and her team decided to use the bond-yield-plus-risk-premium method. Based on Exhibit 1 and the method used by Li's team, the expected return for the consumer credit industry in 2012 was closest to:

选项：

A.12.4%

B.12.2%

C.12.8%

解释：

Correct Answer: B

The bond-yield-plus-risk-premium method sets the expected return to the yield to maturity on along-term government bond plus the equity risk premium (12.2% = 3.8% + 8.4%).

中文解析：

债券收益+风险溢价法是指长期政府债券到期时的预期收益率加上股票风险溢价(12.2% = 3.8% + 8.4%)。

是有什么条件下会用作benchmark 还是根本不可能呢


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1 个答案

笛子_品职助教 · 2024年01月16日

嗨，从没放弃的小努力你好：


是有什么条件下会用作benchmark 还是根本不可能呢

Hello，亲爱的同学~

是根本不可能。

----------------------------------------------
努力的时光都是限量版，加油！

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