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汤米露 · 2020年03月06日

问一道题:NO.PZ2018091901000057

问题如下:

An Australian investor currently holds a A$240 million equity portfolio. He is considering rebalancing the portfolio based on an assessment of the risk and return prospects facing the Australian economy. Information relating to the Australian investment markets and the economy has been collected in the following table:

Using the information in the table, calculate the historical Australian equity risk premium by the “equity-vs-bonds” premium method.

选项:

A.

4.6%

B.

2.7%

C.

1.8 %

解释:

C is correct.

The historical equity risk premium is 1.8%, calculated as follows:

Historical equity returns – Historical 10-year government bond yield = Historical equity risk premium

4.6% – 2.8% = 1.8%

解析:

Historical equity returns=historical 10-year government bond yield + Historical equity risk premium,根据此等式,我们就可以反求出Historical equity risk premium= 4.6% – 2.8% = 1.8%注意到题目要求的是历史数据 所以求解此题时都应该用表格第一列的数据

Equity by Bond Premium method 是在哪里有?翻了PPT没有找到考点

2 个答案

源_品职助教 · 2020年03月18日

因为要服务的学员比较多,尽量吧。

源_品职助教 · 2020年03月09日

嗨,爱思考的PZer你好:


讲义P149


-------------------------------
就算太阳没有迎着我们而来,我们正在朝着它而去,加油!


陈Shelly · 2020年03月17日

老师您好,我在学习的时候把讲义打印出来把重点剪出来之后粘贴在笔记本上了,您方便回答问题的时候说在讲义哪哪哪页的时候截个图吗?(看到几次您说第几页,我要打开电脑打开讲义输入密码找页数,如果方便的话,以后回答问题您翻到讲义截个图给我们可以吗)

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