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关于Beta值: 1、Beta等于某资产收益率的变化等于市场组合收益率的变化,从这里怎么理解或推出Beta是衡量该资产的系统性风险的? 2、资产可以是单个资产也可以是组合对吧? 3、计算Beta一定需要风险资产吗?还是无风险资产也可以(只是无风险资产的Beta等于0)?
已回答老師在課堂上說到 slowdown phase in the economic cycle. Bond yield is likely inverted. 在reading 10 中 practice problem 第8題: "Based on Observation 3, Wakuluk most likely expects Country Y’s yield curve in the near term to:" A. invert. B. flatten. C. steepen. C is correct. The current yield curve for Country Y suggests that the business cycle is in the slowdown phase (curve is flat to inverted), with bond yields starting to reflect contractionary conditions (i.e., bond yields are declining). The curve will most likely steepen near term, consistent with the transition to the contractionary phase of the business cycle, and be the steepest on the cusp of the initial recovery phase. 請問為什麼不能選 A? 謝謝
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