The risk-free rate is 5% and the expected market risk premium is 10%. A portfolio manager is projecting a return of 20% on a portfolio with a beta of 1.5. After adjusting for risk, this portfolio is expected to: A.equal the market"s performance.B.outperform the market.C.underperform ...
市场风险溢价（Market risk premium）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...
capm的东西记不太清了，为什么题中的expected risk premium=E(RM)-Rf
单项选择题 假设下一年market risk premium(市场风险溢价)为8%,同时risk-free rate(无风险收益率)为2%。如果所研究公司的β为1.2,下一年的expected return(期望收益率)是多少? A.11.2% B.9.2% C.11.6% D.我不确定 点击查看答案
Market risk premium is the additional return an investor receives by holding a risky market portfolio instead of risk-free assets.
expected market risk premiumrisk premiumequity premiummarket premiumThe market risk premium is one of the most important but elusive parameters in finance. It is also called equity premium, market premium and risk premium. The tSocial Science Electronic Publishing...
The market risk premium is the expected difference between the return on the market and the project return. A.错误 B.正确 点击查看答案进入小程序搜题 你可能喜欢 大多数合金元素都能不同程度地阻碍奥氏体晶粒长大,如Al、Ti、Zr、V、W等。() A.对 B.错 点击查看答案进入小程序搜题 请将...
The market risk premium is the expected difference between the return on the market and the project return. A. 正确 B. 错误 如何将EXCEL生成题库手机刷题 如何制作自己的在线小题库 > 手机使用 分享 反馈 收藏 举报 参考答案: B 复制 纠错
With respect to the capital asset pricing model, if the expected market risk premium is 6%,the security with the highest expected return is:选项:A. Security 1.B. Security 2.C. Security 3.解释:C is correct.Security 3 has the highest beta; thus, regardless of the value for the risk-...
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 ...