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AgnesWu · 2021年05月31日

这道题是哪个知识点?

NO.PZ2015121801000138

问题如下:

An analyst observes the following historic geometric returns:

The risk premium for corporate bonds is closest to:

选项:

A.

3.5%

B.

3.9%

C.

4.0%

解释:

B is correct. (1 + 0.0650)/(1 + 0.0250) – 1 = 3.9%

我对应不起来这道题考察这章哪个知识点,我用之前的知识Rmarket-Rf=risk premium,然后通过几何平均方法:3次根号下(1+8%)(1+6.5%)(1+2.5%)-1=R,从而求出R等于0.05641,然后再用0.05641-0.025=0.0314。想问下这个知识点是在哪一科哪一章学的?具体怎么解答,谢谢
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已采纳答案

丹丹_品职答疑助手 · 2021年05月31日

嗨,从没放弃的小努力你好:


同学你好,这个应该是risk premium的计算过程,印象中corporate finance部分有讲解的。

----------------------------------------------
虽然现在很辛苦,但努力过的感觉真的很好,加油!

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