屎同學(xué)
2021-09-05 23:51Market risk premium = the excess market return In the CAPM, the market risk premium is the difference between the return on the market and the risk-free rate, which is the same as the return in excess of the market return.如果上述這句話成立，尤其是最后這里“same as the return in excess of the market return”不就說明market return就是risk free 的return了嗎？但是前半句“market risk premium is the difference between the return on the market and the risk-free rate“說的risk premium是risk free rate 下的return和 market return的差額。
所屬：CFA Level I > Portfolio 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
Evian, CFA助教
2021-09-06 11:15
該回答已被題主采納
同學(xué)└(^o^)┘你好，
excess market return
the return in excess of the market return
以上兩個表述都是指：Rm-Rf
??為乘風(fēng)破浪的你【點贊】讓我們知曉您對答疑服務(wù)的支持！～
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追問
答非所問。。。。。。。。我是沒讀懂，可能是斷句斷錯了。麻煩您換種和英文表述說一下這句話，謝謝
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追答
Both “Excess market return” and ”the return in excess of the market return" can represent "Rm - Rf".
超額收益指的是超過無風(fēng)險收益率Rf的收益率。
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