問題已解決
老師你好,這道題我怎么沒分析出來?哪個(gè)是rf???要不會(huì)列式了呢
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RF是無風(fēng)險(xiǎn)利率,這道題目中是4%
2022 09/02 14:47
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84785039 ![](/wenda/_nuxt/img/reply1.d92ea43.png)
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2022 09/02 14:49
我說錯(cuò)了。無風(fēng)險(xiǎn)是RF。那個(gè)正常是RF+(RM-RF)=必要收益。這個(gè)題 中哪個(gè)是必要收益。哪個(gè)是RM
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黑眼圈老師 ![](/wenda/_nuxt/img/reply2.28c7604.png)
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2022 09/02 14:53
Rm是12%,Rf是4%,風(fēng)險(xiǎn)收益率=(12%-4%)*β=10%,倒算出β
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84785039 ![](/wenda/_nuxt/img/reply1.d92ea43.png)
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2022 09/02 15:00
老師是這樣的嗎?
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黑眼圈老師 ![](/wenda/_nuxt/img/reply2.28c7604.png)
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2022 09/02 19:47
是的,括起來的就是風(fēng)險(xiǎn)收益率。風(fēng)險(xiǎn)收益率+無風(fēng)險(xiǎn)收益率=必要收益率
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