木木RJ · 2021年09月05日
NO.PZ2018070201000104
问题如下：
Based on the capital asset pricing model, please choose the security that has the highest expected return assuming the expected market risk premium if 8%.
选项：
A.Security 1.
B.Security 2.
C.Security 3.
解释：
C is correct.
E(Ri) = Rf + βi[E(Rm)–Rf]
Security 3 will have the highest expected return among all three securities because it has the highest beta.
1.老师能求下1和2的结果代入分别等于多少吗？
NO.PZ2018070201000104问题如下 Baseon the capitasset pricing mol, please choose the security thhthe highest expectereturn assuming the expectemarket risk premium if 8%.A.Security 1.B.Security 2.C.Security 3.C is correct.E(Ri) = Rf + βi[E(Rm)–Rf]Security 3 will have the highest expectereturn among all three securities because it hthe highest beta.请问expecterisk premium到底是βi[E(Rm)–Rf]还是[E(Rm)–Rf]？前面做了个题 解析说是βi[E(Rm)–Rf]。这道题里说是[E(Rm)–Rf]。
NO.PZ2018070201000104 问题如下 Baseon the capitasset pricing mol, please choose the security thhthe highest expectereturn assuming the expectemarket risk premium if 8%. A.Security 1. B.Security 2. C.Security 3. C is correct.E(Ri) = Rf + βi[E(Rm)–Rf]Security 3 will have the highest expectereturn among all three securities because it hthe highest bet 这个=expectemarket risk premium8%
NO.PZ2018070201000104 问题如下 Baseon the capitasset pricing mol, please choose the security thhthe highest expectereturn assuming the expectemarket risk premium if 8%. A.Security 1. B.Security 2. C.Security 3. C is correct.E(Ri) = Rf + βi[E(Rm)–Rf]Security 3 will have the highest expectereturn among all three securities because it hthe highest bet 可以给下计算过程吗
Security 2. Security 3. C is correct. E(Ri) = Rf + βi[E(Rm)–Rf] Security 3 will have the highest expectereturn among all three securities because it hthe highest bet老师，请问为什么这道题只考虑beta.不用管其他？
