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扑扑扑 · 2020年09月29日

问一道题:NO.PZ2015121801000091

问题如下:

With respect to return-generating models, which of the following statements is most accurate? Return-generating models are used to directly estimate the:

选项:

A.

expected return of a security.

B.

weights of securities in a portfolio.

C.

parameters of the capital market line.

解释:

A  is correct.

In the market model, RiiiRm +ei, the intercept, αi, and slope coefficient,βi, are estimated using historical security and market returns. These parameter estimates then are used to predict firm-specific returns that a security may earn in a future period.

C选项啥意思。。

1 个答案
已采纳答案

丹丹_品职答疑助手 · 2020年09月30日

嗨,爱思考的PZer你好:


同学你好,c选项的意思是根据Return-generating models可以准确估计相关变量,这个变量是可以应用于资本市场线。但是模型是用来预测个券的收益,所以并不是最优选项


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