开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

过儿 · 2022年04月26日

资产价格

NO.PZ2018062007000102

问题如下:

Which of the following factors does not affect the spot price of an asset that has no interim costs or benefits?

选项:

A.

The time value of money

B.

The risk aversion of investors

C.

The price recently paid by other investors

解释:

C is correct. The price recently paid by other investors is past information and does not affect the spot price. The time value of money and the risk aversion of investors determine the discount rate. Only current information is relevant as investors look ahead, not back.

中文解析:

其他投资者最近支付的价格是过去的信息,不影响现货价格。资金的时间价值和投资者的风险厌恶决定了贴现率。

题干要求选的是不影响的因素,因此选C。

贴现率不是都是rf rate吗,这题我是学串了吗

1 个答案

Lucky_品职助教 · 2022年04月28日

嗨,爱思考的PZer你好:


根据CAPM模型,贴现率是Ra=Rf+β*(Rm-Rf),不都是rf

----------------------------------------------
加油吧,让我们一起遇见更好的自己!

  • 1

    回答
  • 0

    关注
  • 307

    浏览
相关问题

NO.PZ2018062007000102 问题如下 Whiof the following factors es not affethe spot priof asset thhno interim costs or benefits? A.The time value of money B.The risk aversion of investors C.The prirecently paiother investors C is correct. The prirecently paiother investors is past information anes not affethe spot price. The time value of money anthe risk aversion of investors termine the scount rate. Only current information is relevant investors look ahea not back. 中文解析其他投资者最近支付的价格是过去的信息,不影响现货价格。资金的时间价值和投资者的风险厌恶决定了贴现率。题干要求选的是不影响的因素,因此选 即没有cost/benefit,这种情况下FP=S x (1+rf)^T?

2022-09-11 10:26 1 · 回答

NO.PZ2018062007000102 问题如下 Whiof the following factors es not affethe spot priof asset thhno interim costs or benefits? A.The time value of money B.The risk aversion of investors C.The prirecently paiother investors C is correct. The prirecently paiother investors is past information anes not affethe spot price. The time value of money anthe risk aversion of investors termine the scount rate. Only current information is relevant investors look ahea not back. 中文解析其他投资者最近支付的价格是过去的信息,不影响现货价格。资金的时间价值和投资者的风险厌恶决定了贴现率。题干要求选的是不影响的因素,因此选 如题,a是如何影响的

2022-07-27 11:33 1 · 回答

NO.PZ2018062007000102 问题如下 Whiof the following factors es not affethe spot priof asset thhno interim costs or benefits? A.The time value of money B.The risk aversion of investors C.The prirecently paiother investors C is correct. The prirecently paiother investors is past information anes not affethe spot price. The time value of money anthe risk aversion of investors termine the scount rate. Only current information is relevant investors look ahea not back. 中文解析其他投资者最近支付的价格是过去的信息,不影响现货价格。资金的时间价值和投资者的风险厌恶决定了贴现率。题干要求选的是不影响的因素,因此选 这道题用到哪一个公式?

2022-05-27 23:22 1 · 回答

NO.PZ2018062007000102 The risk aversion of investors The prirecently paiother investors C is correct. The prirecently paiother investors is past information anes not affethe spot price. The time value of money anthe risk aversion of investors termine the scount rate. Only current information is relevant investors look ahea not back. 中文解析 其他投资者最近支付的价格是过去的信息,不影响现货价格。资金的时间价值和投资者的风险厌恶决定了贴现率。 题干要求选的是不影响的因素,因此选无套利定价中,spot price是rivative price的t=0时刻的现值吗?而rivative price是合约中的定价?不是很明白,老师帮忙讲一下

2022-02-06 13:37 1 · 回答