NO.PZ202212260100002501
问题如下：
Basing your answers only upon the data presented in the table above and using the international capital asset pricing model—in particular, the Singer–Terhaar approach—estimate the expected risk premium for the following:
i. Swiss Health Care Industry
ii. Swiss Watch
Industry
iii. Swiss Consumer Products Industry
选项：
解释：
the expected risk premium for Swiss Health Care Industry=0.7*12.0%*(3.5%/8.5%)=3.46%
the expected risk premium for Swiss Watch Industry=0.8*6.0%*(3.5%/8.5%)=1.98%
the expected risk premium for Swiss Consumer Products Industry=0.8*7.5%*(3.5%/8.5%)=2.47%
