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Sandy · 2020年02月15日

问一道题:NO.PZ2015121801000138 [ CFA I ]

问题如下图:

选项:

A.

B.

C.

解释:

为何要使用treasure bill的2.5。

1 个答案

星星_品职助教 · 2020年02月15日

同学你好,

这道题求的是risk premium,所以要除以的是无风险利率即T-bills

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