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13675759099 · 2024年04月25日

怎么打公式？

  1. CFA III
  2. Capital Market Expectations

* 问题详情，请 查看题干

NO.PZ202001210200000501

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：

Using the formula

we can solve for each expected industry risk premium. Te term in brackets is the Sharpe ratio for the GIM, computed as 3.5/8.5 = 0.412

i. RPHealthcare = (12)(0.7)(0.412) = 3.46%

ii. RPWatch = (6)(0.8)(0.412) = 1.98%

iii. RPConsumer Products = (7.5)(0.8)(0.412) = 2.47%

解析：

注意到本题假设市场完全整合，所以我们无需再按权重求解市场整合程度。并且该题不涉及对于资产流动性的补偿。因此我们直接套用公式RPiG=ρi,GM σi(RPGM/σGM)，其中Sharpe ratio =3.5/8.5 =0.412. 。

那么，

i. RPHealth Care = (12)(0.7)(0.412) = 3.46%

ii. RPWatch = (6)(0.8)(0.412) = 1.98%

iii. RPConsumer Products = (7.5)(0.8)(0.412) = 2.47%


考试的时候公式角标会不会很不好打。公式不打但是计算对，有分么？会扣分么？

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笛子_品职助教 · 2024年04月26日

嗨，从没放弃的小努力你好：


考试的时候公式角标会不会很不好打。公式不打但是计算对，有分么？会扣分么？

Hello，亲爱的同学~

即使不打公式，但只要计算对，就不会扣分的。


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

13675759099 · 2024年04月26日

好的 谢谢

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题干错误 没有数字，没法计算。

2024-06-28 10:17 1 · 回答

NO.PZ202001210200000501 问题如下 Basing your answers only upon the ta presentein the table above anusing the internationcapitasset pricing mol—in particular, the Singer–Terhaapproach—estimate the expecterisk premium for the following:i. Swiss Health Care Instryii. Swiss WatInstryiii. Swiss Consumer Procts Instry Using the formula we csolve for eaexpecteinstry risk premium. Te term in brackets is the Sharpe ratio for the GIM, compute3.5/8.5 = 0.412 i. RPHealthcare = (12)(0.7)(0.412) = 3.46%ii. RPWat= (6)(0.8)(0.412) = 1.98%iii. RPConsumer Procts = (7.5)(0.8)(0.412) = 2.47% 解析注意到本题假设市场完全整合，所以我们无需再按权重求解市场整合程度。并且该题不涉及对于资产流动性的补偿。因此我们直接套用公式RPiG=ρi,GM σi(RPGM/σGM)，其中Sharpe ratio =3.5/8.5 =0.412. 。那么，i. RPHealth Care = (12)(0.7)(0.412) = 3.46%ii. RPWat= (6)(0.8)(0.412) = 1.98%iii. RPConsumer Procts = (7.5)(0.8)(0.412) = 2.47% 如题

2024-02-17 21:51 1 · 回答

NO.PZ202001210200000501 问题如下 Basing your answers only upon the ta presentein the table above anusing the internationcapitasset pricing mol—in particular, the Singer–Terhaapproach—estimate the expecterisk premium for the following:i. Swiss Health Care Instryii. Swiss WatInstryiii. Swiss Consumer Procts Instry Using the formula we csolve for eaexpecteinstry risk premium. Te term in brackets is the Sharpe ratio for the GIM, compute3.5/8.5 = 0.412 i. RPHealthcare = (12)(0.7)(0.412) = 3.46%ii. RPWat= (6)(0.8)(0.412) = 1.98%iii. RPConsumer Procts = (7.5)(0.8)(0.412) = 2.47% 解析注意到本题假设市场完全整合，所以我们无需再按权重求解市场整合程度。并且该题不涉及对于资产流动性的补偿。因此我们直接套用公式RPiG=ρi,GM σi(RPGM/σGM)，其中Sharpe ratio =3.5/8.5 =0.412. 。那么，i. RPHealth Care = (12)(0.7)(0.412) = 3.46%ii. RPWat= (6)(0.8)(0.412) = 1.98%iii. RPConsumer Procts = (7.5)(0.8)(0.412) = 2.47% 老师请问写答案的时候需要列公式(含字母那种)吗？直接写成下面的内容会被扣分吗？the expecterisk premium for the following: i. Swiss Health Care Instry = 0.7 x 12% x (3.5%/8.5%) =3.45%ii. Swiss WatInstry = 0.8 x 6% x (3.5%/8.5%) = 1.98%iii. Swiss Consumer Procts Instry = 0.8 x 7.5% x (3.5%/8.5%) = 2.47%

2022-12-21 16:41 1 · 回答

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2022-12-09 22:43 1 · 回答