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宇宙球求 · 2024年05月29日

average annual real return是否是一个干扰项目

  1. CFA III
  2. Capital Market Expectations

NO.PZ2018091901000057

问题如下：

An Australian investor currently holds a A$240 million equity portfolio. He is considering rebalancing the portfolio based on an assessment of the risk and return prospects facing the Australian economy. Information relating to the Australian investment markets and the economy has been collected in the following table:

Using the information in the table, calculate the historical Australian equity risk premium by the “equity-vs-bonds” premium method.

选项：

A.

4.6%

B.

2.7%

C.

1.8 %

解释：

C is correct.

The historical equity risk premium is 1.8%, calculated as follows:

Historical equity returns – Historical 10-year government bond yield = Historical equity risk premium

4.6% – 2.8% = 1.8%

解析：

Historical equity returns=historical 10-year government bond yield + Historical equity risk premium，根据此等式，我们就可以反求出Historical equity risk premium= 4.6% – 2.8% = 1.8%注意到题目要求的是历史数据 ， 所以求解此题时都应该用表格第一列的数据 。

请问第一列的数据是否是最后的6%s数据是不是干扰项目

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笛子_品职助教 · 2024年05月30日

嗨，努力学习的PZer你好：


请问第一列的数据是否是最后的6%s数据是不是干扰项目

Hello，亲爱的同学~

这一项是干扰项。

同学的理解是正确的。

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

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