馮同學(xué)
2018-08-02 21:42Suppose the S&P 500 has an expected annual return of 7.6% and volatility of 10.8%. Suppose the Atlantis Fund has an expected annual return of 8.3% and volatility of 8.8% and is benchmarked against the S&P 500. If the risk free rate is 2.0% per year, what is the beta of the Atlantis Fund according to the Capital Asset Pricing Model? 請問下這道題是怎么算出來的 謝謝
所屬：FRM Part I 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個回答
肖東昊助教
2018-08-03 09:36
該回答已被題主采納
同學(xué)你好，視頻解析中已有詳細(xì)講解，請查閱。如果聽了視頻解析還是有所不理解的地方，請繼續(xù)追問，謝謝！
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