问题已解决
老師:早上好!請問一下這道題怎么做。
FAILED
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同學,您好,0.22=Rf+1.3*(Rm-Rf)
0.16=Rf+0.9*(Rm-Rf)? ?可以求出(Rm-Rf)=0.15? ? Rf=0.025? ??Rm=0.175所以D=0.175,E=1,
A=Rf=0.025? B=0? C=0
2023 06/27 09:51
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2023 06/27 09:56
謝謝,老師,但B、C等于零,沒明白,麻煩再講下
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2023 06/27 10:09
無風險資產(chǎn)就是不考慮風險,所以衡量風險的標準差,貝塔都是0
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2023 06/27 10:22
明白了,謝謝老師
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2023 06/27 10:26
嗯嗯,好的哈,祝你開心哈
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2023 06/27 11:17
老師:那上E是怎么得出來的
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2023 06/27 11:51
市場組合的貝特系數(shù)就是1,其他資產(chǎn)的系統(tǒng)風險就是相對于市場組合的程度,也就是B/1=貝塔
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