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FRM一级
包含FRM一级传统在线课程、通关课程及试题相关提问答疑;
专场人数:3386提问数量:63109
老师我不是很懂6.18的概念。If it says both probabilities are less than 0.5, the only reason I could think of is due to diversification. But what is that 0.29 about? How did they come up with that number?
老师,麻烦您看一下这道题CAPM example 1,当时我听课的时候我最直接的理解是:从market trends & financial statements评估得到的收益率是一个基准,反映该股票(stock A)的*真实价格(价值)*,从CAPM模型计算出的收益率为*未来预测收益率*,这个值需要被评估是否准确反映该股票真实价格(即market trends & financial statements评估得到的收益率)。题目中提到evaluation decision(评估决策),问的是我们对于该CAPM模型是否能完全拟合该股票真实价格的评估决策:若模型预测值大于市场真实价格,说明模型高估了其价格,反之为低估。我的理解对吗?













