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MiuMoo · 2018年02月12日

问一道题：NO.PZ201602170500003105 第5小题 [ CFA I ]

  1. CFA I
  2. Corporate Issuers

* 问题详情，请 查看题干

问题如下图：

    

选项：

A.

B.

C.

解释：


re = rf + beta*(rm+country risk premium - rf)

为什么这道题不用减去risk free premium

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答疑助手_Kiki · 2018年02月13日

同学你好，你说的risk free premium是无风险利率risk free吗？
因为0.0482这个数值在题中对应的是equity risk premium(market risk premium)，即公式Kce=Rf+β[E(Rmkt)-Rf+CRP]中E(Rmkt)-Rf，所以不用再减去Rf

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2021-12-06 01:25 1 · 回答

     请教老师，3.686是什么啊。。。这种题目有点晕。。。

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