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牛cc · 2020年02月29日

问一道题:NO.PZ2015121801000137 [ CFA I ]

Risk premium的公式不是Rm-Rf吗?解析里的公式是什么呢?好像没见过,这俩有什么区别?谢谢

问题如下图:

选项:

A.

B.

C.

解释:

1 个答案

丹丹_品职答疑助手 · 2020年03月01日

同学你好,本题考查R52-real returns and risk premiums  for asset classes.

Rm-Rf是CAPM模型中一个通用的公式,对任何资产类型都可以用。而题干中专门指出risk premium for equity ,本题目适用,请知悉。

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