1個回答
159****8043助教
2021-06-11 15:19
該回答已被題主采納
同學(xué)你好。詹森指數(shù)為:Ri,t-Rf,t+βi(Rm,t-Rft)] =20%-{7%+1.5(15%-7%)}
=20%-{0.07+0.12)
=0.2-0.19
=0.01
該回答已被題主采納同學(xué)你好。詹森指數(shù)為:Ri,t-Rf,t+βi(Rm,t-Rft)] =20%-{7%+1.5(15%-7%)}
=20%-{0.07+0.12)
=0.2-0.19
=0.01