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2022-10-30 15:23market price of risk是指利率嗎?
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(gè)回答
Lucia助教
2022-10-31 13:31
該回答已被題主采納
同學(xué),你好,The market price of risk is the slope of the CML.即夏普比率,CML的斜率是夏普比率。
