是市场期望回报率(Expected Market Return), 是股票市场溢价 (Equity Market Premium). CAPM公式中的右边第一个是无风险 … readset-michelle.blogbus.com|基于80个网页 2. 市场期看回报率 是市场期看回报率(Expected Market Return),是市场组合的预期收益率,是股票市场溢价 (Equity Market Premium). 要估计预 …...
市场期望回报率（Expected Market Return ）具体的我不懂。。但是查了一下。。有位童鞋是这么说的。。如果你是相关专业的应该看得懂中文意思的哈：（1）根据资本资产定价模型（CAPM模型）期望收益率=无风险收益率+贝塔系数*（市场的收益率-无风险利率）。所以期望收益率里面已经包含了无风险利率，（2）...
The risk-free rate is 5% and the expected market return is 15%. A portfolio manager is projecting a return of 20% on a portfolio with a beta of 1.5. After adjusting for risk, this portfolio's return will:() A. he equal to the market. B. outperform the market. C. underperform the...
The risk free rate is 5 percent and the expected market return is 15 percent. A portfolio manager is projecting a return of 20 percent on a portfolio with a beta of 1.5. After adjusting for risk, this portfolio’s return will: A. be equal to the market. B. outperform the market. C...
RATE of return on stocksSTOCK price indexesThis note provides a replication of Martin's (Quarterly Journal of Economics, 2017, 132(1), 367–433) finding that the implied volatility measure SVIX predicts US stock market returns up to 12﹎onth horizons. I find that this result holds for ...
题目 假设下一年expected market return(市场期望收益率)为11%,同时risk-free rate(无风险收益率)为6%。如果微软的β为1.18,下一年的expected return(期望收益率)是多少? A.5.9%B.我不确定C.18.98%D.11.9% 相关知识点: 试题来源: 解析 D 反馈 收藏 ...
If the risk-free rate of return is 3.5%, the expected market return is 9.5%, and the beta of a stock is 1.3, what is the required return on the stock?A. 7.8%.B. 12.4%.C. 11.3%. 正确答案:C 分享到: 答案解析: The formula for the required return is: ERstock = Rf + (ERM –...
ra= expected return; rf= therisk-free rate of return; β = the investment'sbeta; and rm=the expected market return The expected return above the risk-free rate of return depends on the investment's beta, or relative volatility compared to the broader market. The expected return andstandard...
Market Risk Premium The expected market return is an important concept inrisk managementbecause it is used to determine the market risk premium. The market risk premium, in turn, is part of thecapital asset pricing model(CAPM) formula. This formula is used by investors, brokers, and ...
题目:Anomalies and the expected market return 期刊:Journal of Finance 作者:Dong, X., Li, Y., Rapach, D., & Zhou, G. 内容提要 文章首次系统性地研究了证券市场横截面套利组合投资回报率和市场投资回报率之间的关系。文章收...