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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;
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(是金程邮寄的习题集的问题 )24题。projecting a return:21%. market risk premiun is 11%, volatility:14%, rf: 4.5%, beta:1.5. 问是否高估低估。用CAPM算出是21%,和projecting a return是一致的,但是答案给的是:expecred return on the market is market risk primium Rf=11% 4.5%=15.5% 所以是这个protfolio的expected return 高于expected return of the market portfolio. 请问是说:市场的期待收益是rf market risk premium, 组合的收益再另算再比较吗?所以 projecting a return 就是多余项吗?
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