问题如下图:
选项:
A.
B.
C.
解释:
你好,B不是X轴么,而RP才是斜率吧
NO.PZ2018070201000096问题如下Whiof the following statements is correct?A.The security characteristic line's slope is asset's beta.B.The security characteristic line's slope is asset's excess return.C.The security characteristic line's slope is asset's risk premium.A is correct.The security characteristic line is a plot of the excess return of the security on the excess return of the market. The slope of Sis the asset's beta.老师上课有讲sml slope是market risk premium呀
请问根据之前做的习题答案,为什么ecurity characteristic line的斜率是beta,而security market line的斜率是E(RM)-Rf?
The security characteristic line's slope is asset's excess return. The security characteristic line's slope is asset's risk premium. A is correct. The security characteristic line is a plot of the excess return of the security on the excess return of the market. The slope of Sis the asset's beta.请问sml的slope为什么不是market risk premium, 记得老师在课上提到market risk premium对于全部asset都是一样的, 而不一样的是每一个资产对应市场的bet然而在这直线上每一点算出来的斜度不都一样,所以不应该是risk premium吗