作者yaevna (yaevna)
看板Grad-ProbAsk
标题[文商] 财管-风险报酬
时间Fri Jun 19 14:38:10 2009
Investors demand higher expected rates of return on stocks with more
varible rates of return.
请问这叙述错在哪呢？！
依资本市场线来说，总风险愈大，期望报酬不是也愈大吗？！
谢谢～
---
原题目:
Which of the following statements is incorrect?
A. Investors demand higher expected rates of return on stocks with more
varible rates of return.
B. The CAPM predicts that a security with a beta of zero will provide a
risk-free rate.
C. Investors demand higher expected rate of return from stocks with returns
that are highly exposed to macroeconomic changes.
D. A diversified portfolio with beta of 2 is twice as volatile as the market
portfolio.
--
就算是friend，最後还是会 就算要fuck，起初也要 就算是Believe，中间还是
有个end 别走阿~ 有fu 有个lie 宝贝等我一下我妈打来
我们不是朋友吗? 曾经是 对不起...他IN不起来 嗯~ 亲爱的~ 哈逆~想我吗
●/
● 但已经 ● ● ...没关系~ ●】 【●】 【●
/
fri <
end>
结束了! fu <
ck>
改天吧~ <
Be lie ve
--
※ 发信站: 批踢踢实业坊(ptt.cc)
◆ From: 220.228.251.160
1F：推 kerota:我觉得应该改 required rate of return 06/19 15:14
2F：推 kaoh34:同楼上 06/19 16:10
3F：→ caculate:期望报酬与要求报酬率不同 所以应该是1楼的 06/19 21:53
4F：推 pttjohn:这题重点应在於不是变异数大的有较大的必要报酬, 06/21 02:44
5F：→ pttjohn:而是beta较大的才有较大的必要报酬. 06/21 02:45
6F：→ pttjohn:均衡时期望报酬会等於必要报酬,所以那不是改错的重心. 06/21 02:46
7F：→ yaevna:那变异数大，有较大的期望报酬就错了吗?! 06/22 09:43
8F：推 pttjohn:在CAPM的架构下,是错的. 06/22 10:12
9F：→ yaevna:可是那题目没说是在CAPM下~只问哪一个叙述是错的~这样不是 06/22 12:19
10F：→ yaevna:怪吗?!我把题目补齐好了，还是答案有错?! 06/22 12:20
※ 编辑: yaevna 来自: 220.228.251.160 (06/22 12:24)