176****5995
2021-01-19 23:39市場組合貝塔等于一 乘上貝塔也沒有問題呀
所屬:FRM Part I > Foundations of Risk Management 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個回答
Yvonne助教
2021-01-20 09:25
該回答已被題主采納
The market risk premium is calculated by multiplying beta by the difference between the expected return on the market and the risk-free rate of return.
同學(xué)你好,market risk premium市場風(fēng)險(xiǎn)溢價等于市場預(yù)期收益減去無風(fēng)險(xiǎn)利率,beta系數(shù)是用來衡量單個資產(chǎn)或者投資組合相對市場的波動率,因此計(jì)算market risk premium不需要乘以beta。
