问题已解决
老師好,打問(wèn)號(hào)這里,系統(tǒng)風(fēng)險(xiǎn)怎么算呀
FAILED
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這個(gè)系統(tǒng)風(fēng)險(xiǎn)他不是算的,在你這個(gè)題目里面,這個(gè)貝塔系數(shù)就代表了系統(tǒng)風(fēng)險(xiǎn)。
2022 08/26 22:55
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2022 08/27 08:53
老師,那怎么得A證券的必要收益率小于B證券的的必要收益率的2倍呢
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2022 08/27 09:00
我?guī)?shù)字進(jìn)去算不得呢,麻煩老師解析下
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2022 08/27 12:04
就是你看前面它就是計(jì)算收益率的那個(gè)公式,那么也就是說(shuō)其他數(shù)據(jù)不變的話,這個(gè)貝塔系數(shù)超過(guò)兩倍,你最后的結(jié)果是不是會(huì)大于兩倍呢。
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2022 08/27 12:25
真的是看了半天還是不懂老師,那最后怎么是A的必要收益率小于B呢
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2022 08/27 13:31
就是這個(gè)必要收益率這個(gè)公式里面。當(dāng)其他數(shù)據(jù)不變的情況下。衡量系統(tǒng)風(fēng)險(xiǎn)的就是這個(gè)貝塔系數(shù)。那如果說(shuō)貝塔系數(shù)增長(zhǎng)多少,那么對(duì)應(yīng)的你的收益率就增長(zhǎng)多少。
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2022 08/27 13:43
老師說(shuō)來(lái)說(shuō)去,還是不懂呀,不是A大于B嗎?要不您舉例子帶數(shù)字進(jìn)去吧,可能我還搞不懂收益率這些,您帶數(shù)字進(jìn)去我就懂了
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2022 08/27 14:12
5%+2×4%=13%
5%+4×4%=21%
你看當(dāng)年的貝塔系數(shù)上升的時(shí)候,你的結(jié)果是不是上升?
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2022 08/27 14:41
老師,是上升了但是21%不是大于13%嗎,不是A的收益率大于B嗎
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2022 08/27 14:54
老師我明白是題目的意思是說(shuō)A的收益率小于B的2倍,是指21%小于13%*2=26%是吧,我一直沒(méi)想到那個(gè)2倍,老是以為上升就是大于
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2022 08/27 16:01
嗯,這里應(yīng)該這樣子來(lái)看。就首先啊,你這個(gè)貝塔系數(shù)它衡量的是系統(tǒng)風(fēng)險(xiǎn),那么系統(tǒng)風(fēng)險(xiǎn)上升肯定要求的必要收益率,它也是會(huì)上漲的。但是必要收益率里面包含了兩部分,包含了風(fēng)險(xiǎn)收益率和無(wú)風(fēng)險(xiǎn)收益率。那么這個(gè)時(shí)候他必要報(bào)酬率的上升倍數(shù),它并不等于這個(gè)系統(tǒng)風(fēng)險(xiǎn)的上漲倍數(shù)。
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2022 08/27 16:01
就是他們是同向變動(dòng),但是變動(dòng)比例它是不一樣。
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