KKII · 2025年01月15日
* 问题详情，请 查看题干
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：
考试要保留几位小数？
另外题干和原文能复制粘贴到答题栏吗？ 手敲原文太费时了
NO.PZ202212260100002501问题如下 Basing youranswers only upon the ta presentein the table above anusing theinternationcapitasset pricing mol—in particular, the Singer–Terhaarapproach—estimate the expecterisk premium for the following:i. Swiss HealthCare Instryii. Swiss WatchInstry iii. SwissConsumer Procts Instry 请问这题为什么不需要讨论correlation等于1的情况，再根据weight加权平均呢？有点分不清具体适用场景了
NO.PZ202212260100002501 问题如下 Basing youranswers only upon the ta presentein the table above anusing theinternationcapitasset pricing mol—in particular, the Singer–Terhaarapproach—estimate the expecterisk premium for the following:i. Swiss HealthCare Instryii. Swiss WatchInstry iii. SwissConsumer Procts Instry 如题。每次输入星号（乘法），公式里所有的星号都会消失，所有数字都变成了斜体且连在了一起。。
NO.PZ202212260100002501问题如下 Basing youranswers only upon the ta presentein the table above anusing theinternationcapitasset pricing mol—in particular, the Singer–Terhaarapproach—estimate the expecterisk premium for the following:i. Swiss HealthCare Instryii. Swiss WatchInstry iii. SwissConsumer Procts Instry 如果题目给出来健康产业的风险溢价，当问完全分割的情况下，是不是结果就是健康产业的风险溢价，就不需要再计算了？
NO.PZ202212260100002501 问题如下 Basing youranswers only upon the ta presentein the table above anusing theinternationcapitasset pricing mol—in particular, the Singer–Terhaarapproach—estimate the expecterisk premium for the following:i. Swiss HealthCare Instryii. Swiss WatchInstry iii. SwissConsumer Procts Instry the expecterisk premium for Swiss Health Care Instry=0.7*12.0%*(3.5%/8.5%)=3.46%the expecterisk premium for Swiss WatInstry=0.8*6.0%*(3.5%/8.5%)=1.98%the expecterisk premium for Swiss Consumer Procts Instry=0.8*7.5%*(3.5%/8.5%)=2.47%
