李同学2019-04-29 20:54:54
李同学老师 这个return on economical capital 200*10%=2million 是怎么体现的。题目中写的哪里体现出是收益呢？
回答（1）
Wendy2019-04-30 17:39:04
Wendy同学你好
Risk analysis of unexpected losses associated with the portfolio tell us we need to set aside economic capital of $200 million against the portfolio;可知EC=$200 million
the risk-free rate on government securities is only 1%可知投资收益率是1%
所以return on economical capital 200*10%=2million
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