小悟空 · 2020年08月21日
问题如下：
Based on the capital asset pricing model, please calculate the market risk premium for the market according to the given information. The expected return for Security 2 is equal to 15.9% and the risk-free rate is 4%.
选项：
A.8.4%.
B.
7.0%.
C.
6.5%.
解释：
B is correct.
The expected risk premium for Security 2 = 15.9%-4%=11.9%
Using the CAPM, E(Ri) = Rf +βi[E(Rm)–Rf]，the market risk premium = 11.9%/1.7=7%.
CAPM的公式 是怎么用的啊? 谢谢
NO.PZ2018070201000103 问题如下 Baseon the capitasset pricing mol, please calculate the market risk premium for the market accorng to the given information. The expectereturn for Security 2 is equto 15.9% anthe risk-free rate is 4%. A.8.4%. B.7.0%. C.6.5%. B is correct.The expecterisk premium for Security 2 = 15.9%-4%=11.9%Using the CAPM, E(Ri) = Rf +βi[E(Rm)–Rf]，the market risk premium = 11.9%/1.7=7%. 这题最后不是应该要加上4%么
NO.PZ2018070201000103 问题如下 Baseon the capitasset pricing mol, please calculate the market risk premium for the market accorng to the given information. The expectereturn for Security 2 is equto 15.9% anthe risk-free rate is 4%. A.8.4%. B.7.0%. C.6.5%. B is correct.The expecterisk premium for Security 2 = 15.9%-4%=11.9%Using the CAPM, E(Ri) = Rf +βi[E(Rm)–Rf]，the market risk premium = 11.9%/1.7=7%. market risk premium=E(Rℹ️)–Rf]/beta这个公式哪里讲了，需要记么？
