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C的必要收益率不應(yīng)該是5%+1.5*(10%-5%)嗎,答案怎么是15%-5%
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你好
計(jì)算出來(lái)是Rm-Rf=10%,市場(chǎng)組合的風(fēng)險(xiǎn)收益率=10%
Rm=15%,
所以,C的必要收益率=5%+1.5*(15%-5%)=5%+1.5*10%=20%
2023 08/14 15:07
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84785003 ![](/wenda/_nuxt/img/reply1.d92ea43.png)
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2023 08/14 15:08
第一問(wèn)求出來(lái)組合風(fēng)險(xiǎn)收益率是10%
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wu老師 ![](/wenda/_nuxt/img/reply2.28c7604.png)
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2023 08/14 15:15
是啊,市場(chǎng)組合的風(fēng)險(xiǎn)收益率,就是Rm-Rf=10%,
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