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Luna · 2020年02月02日

问一道题:NO.PZ201512300100000305 第5小题 [ CFA II ]

* 问题详情,请 查看题干

问题如下图:

选项:

A.

B.

C.

解释:

老师,题目解析中提到的2%historical risk premium estimate 是从哪句话看出来的? 题目中说10年历史数据显示Government Bond收益率的几何平均是2%,不是说risk premium是2%啊

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已采纳答案

maggie_品职助教 · 2020年02月06日

The geometric mean return relative to 10-year government bond returns over 10years is 2 percent per year. 请注意这里的“relative to..” 这就话说的是10年几何平均的市场收益率超过10年国债收益率等于2%。

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2021-07-07 13:02 1 · 回答