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粉红豹 · 2018年08月29日

问一道题:NO.PZ201602170500003105 第5小题 [ CFA I ]

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问题如下图:

    

选项:

A.

B.

C.

解释:


 请教老师,3.686是什么啊。。。

这种题目有点晕。。。

1 个答案

maggie_品职助教 · 2018年08月30日

这是一道大题中的某一小问,3.686是上一问的计算结果,是项目的equity beta,其实你从CAPM的公式也可以看得出来,公式这里是应该输入的是贝塔。建议你不要跳着做。加油。

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