The market risk premium is influenced by various factors, such as economic conditions, investor sentiment, and geopolitical events. It plays a significant role in asset pricing and is used to assess the potential return of an investment relative to the risk-free rate of return. Understanding the ...
aPeople dig very big pools and let sea water in 人们开掘非常大水池并且进入海水[translate] aNo compensation should be earned for holding unnecessary, diversifiable risk. 不应该为藏品多余, diversifiable风险赢得报偿。[translate] aWhat is the market risk premium? 什么是市场风险优质?[translate]...
The market risk premium is measured as the slope of the security market line (SML) associated with the CAPM model. The market risk premium is broader and more diversified than the equity risk premium, which only considers the stock market. As a result, the equity risk premium is often highe...
What is the Market Risk Premium? The market risk premium is the additional return on the portfolio because of the additional risk involved in the portfolio; essentially, the market risk premium is the premium return an investor has to get to make sure they can invest in a stock or a bond...
The historicalmarket risk premiumis the difference between what an investor expects to make as a return on anequityportfolio andthe risk-free rate of return. Over the last century, the historicalmarket riskpremiumhas ranged (depending on the approach of the analyst) from 3% to 12%.1 ...
百度试题 题目What is the risk premium for a stock when the risk free rate is 3%, the S&P500 index has an expected return of 12% and the stock has a beta of 3?相关知识点: 试题来源: 解析 27% 反馈 收藏
however, a file of the same name was 没被发现的老文件。 然而,同一个名字的文件是 [translate] aIf the risk-free rate is 6% and the market risk premium is also 6% What is the stock’s beta? 如果无风险的率是6%,并且市场风险保险费是否是也6%什么是股票的beta ? [translate] ...
Variance Risk PremiumPredictabilityLeverage EffectVolatility AsymmetryBollerslev, Tauchen and Zhou (2009) find that the variance risk premium (VRP) performs well in predicting short-term returns. This paper studies how this predicPyun, Sungjune
@nony - What do you think of the historical market risk premium? You often hear the caution, “past performance is no guarantee of future returns.” So why do people look at the historical return on the stock market? Everywhere I turn, I am told that the average expected rate of return...
The expected market premium is 8%, with the risk-free rate at 7%. What is the expected rate of return on a stock with a beta of 1.3?A. 16.3%.B. 10.4%.C. 17.4%. 正确答案:C 分享到: 答案解析: RRStock = Rf + (RMarket − Rf)× BetaStock, where RR = required return, R ...