柏小颖 · 2020年09月05日
问题如下：
An analyst gathers the following information:
With respect to the capital asset pricing model, if the expected market risk premium is 6%，the security with the highest expected return is:
选项：
A. Security 1.
B. Security 2.
C. Security 3.
解释：
C is correct.
Security 3 has the highest beta; thus, regardless of the value for the risk-free rate, Security 3 will have the highest expected return: E(Ri) = Rf + βi[E(Rm)–Rf]
题目没有说3个资产的Rf相同呀。说了吗？NO.PZ2015121801000104问题如下analyst gathers the following information:With respeto the capitasset pricing mol, if the expectemarket risk premium is 6%，the security with the highest expectereturn is:A.Security 1.B.Security 2.C.Security 3.is correct.Security 3 hthe highest betthus, regaress of the value for the risk-free rate, Security 3 will have the highest expectereturn: E(Ri) = Rf + βi[E(Rm)–Rf]这题看beta就可以了吗？
NO.PZ2015121801000104 问题如下 analyst gathers the following information:With respeto the capitasset pricing mol, if the expectemarket risk premium is 6%，the security with the highest expectereturn is: A.Security 1. B.Security 2. C.Security 3. is correct.Security 3 hthe highest betthus, regaress of the value for the risk-free rate, Security 3 will have the highest expectereturn: E(Ri) = Rf + βi[E(Rm)–Rf] 股票自己的波动率，这个是不是就包含在β里面，能在一定程度上反映这个股票对于整体市场变动的敏感程度。
请问题目里哪里说到Rf相同呢，谢谢
rf题目里貌似没有找到。
