冬日的拂晓 · 2020年11月04日
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问题如下：
Calculate the expected total risk premium of the three securities and determine the investor’s probable course of action.
选项：
解释：
The average spread (over 1-year government bond) at issue is [0 + 1 + (1 + 0.75 + 0.55)] = 3.3%/3 = 1.1%.
As the 1.1% is less than 1.5%, the investor will not make the investment
解析：
1年期政府债券的平均利差为[0 + 1 +(1 + 0.75 + 0.55)]= 3.3%/3 = 1.1%。
由于1.1%低于1.5%，因此投资者不会进行投资。
看不懂计算公式的方法是什么？为什么要加两次1
NO.PZ202001210200000202 问题如下 Calculate the expectetotrisk premium of the three securities antermine the investor’s probable course of action. The average spre(over 1-yegovernment bon issue is [0 + 1 + (1 + 0.75 + 0.55)] = 3.3%/3 = 1.1%.the 1.1% is less th1.5%, the investor will not make the investment 解析1年期政府债券的平均利差为[0 + 1 +(1 + 0.75 + 0.55)]= 3.3%/3 = 1.1%。由于1.1%低于1.5%，因此投资者不会进行投资。 题目要求计算三种资产的risk premium，为什么答案只算了portfolio的risk premium？
NO.PZ202001210200000202 问题如下 Calculate the expectetotrisk premium of the three securities antermine the investor’s probable course of action. The average spre(over 1-yegovernment bon issue is [0 + 1 + (1 + 0.75 + 0.55)] = 3.3%/3 = 1.1%.the 1.1% is less th1.5%, the investor will not make the investment 解析1年期政府债券的平均利差为[0 + 1 +(1 + 0.75 + 0.55)]= 3.3%/3 = 1.1%。由于1.1%低于1.5%，因此投资者不会进行投资。 题目说Calculate the expectetotrisk premium of the three securities， 为什么不用先回答totrisk premium of the three securities is 3.3% 然后再说明average risk premium 是1.1%？
