The expected return on the market portfolio mu m = E(Rm) = 15%, the standard deviation is sigma m = 25% and the risk-free rate is Rf = 5%. Suppose the CAPM holds. (a) Draw on a diag...
Assume that the CAPM holds, the expected return on the market portfolio is 12%, the standard deviation of return on the market portfolio is 18% and all investors can borrow and lend at the riskless rate of 4%. Determine the expected return and standard deviation of return for the following...
If the expected return on the market portfolio is 6% and the risk‐free rate is 2%, the expected return of a security with a beta of 1.25 is closest to:A:5.00%.B:7.00%.C:9.50%. 正确答案:B 分享到: 答案解析: 暂无解析 统计:共计0人答过,平均正确率0% 问题:进入高顿部落发帖帮助...
网络市场期望收益率 网络释义 1. 市场期望收益率 泉州翻译公司... ... expansion 扩充(投资)expected return on the market市场期望收益率expected return 期望收益 ... www.laddertrans.com|基于3个网页
Aninvestorhasaportfoliothatliesonthecapitalmarketline(CML),andtheportfoliosexpectedreturnismorethanexpectedreturnonthemarketportfolio.Thatinvestorsportfolioisbestdescribedas:() A. alendingportfolio. B. aborrowingportfolio. C. havingmoreunsystematicriskthanthemarketportfolio. 相关知识点: 试题来源: 解析 B 答...
单项选择题 The expected return on the market portfolio is 12% and the risk-free rate is 6%. What is the expected return on an investment with a beta of 0.2?() A. 7.2% B. 9.4% C. 5.0% 点击查看答案 广告位招租 联系QQ:5245112(WX同号) ...
书名:Expected Return: An Investor's Guide to Harvesting Market Rewards2011年出版 作者:Antti IlmanenAntti Ilmanen is a Principal and Global Co-head of the Portfolio Solutions Group at AQR Capit…
更多“Consider an economy in which the expected return on the market portfolio over a particular”相关的问题 第1题 听力原文:The Australian economy is expected to enjoy a steady growth for the remainder of the Year, with unemployment lowered from 4% to 2.5%, and inflation kept under control...
The expected rate of return on a portfolio is the percentage by which the value of a portfolio is expected to grow over the course of one year. A portfolio's expected rate of return may differ from the outcome at the end of one year, called the actual ra
Expected returnon investmentSecurity market lineImMarket portfoliorfTreasury billsbeta (B)051.02.0 相关知识点: 试题来源: 解析 作图时,rf=4%,rm=12%,β=0.5处,对应的收益率为8%,β=2处对应的收益率为20%作图就到此结束了,其实只是标出一些重要的点。市场风险溢价=12%-4%=8%当β=1.5时,要求的投资...