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老師,這個(gè)要特別完整的解題思路,謝謝,詳細(xì)過程
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你好
Rf+1.6*(Rm-Rf)=21%
Rf+2.5*(Rm-Rf)=30%
等式二減去等式一
2.5*(Rm-Rf)-1.6*(Rm-Rf)=30%-21%=9%
0.9*(Rm-Rf)=9%
Rm-Rf=9%/0.9=10%,即市場(chǎng)風(fēng)險(xiǎn)報(bào)酬率=10%
把這個(gè)代入等式一或者二
Rf+1.6*10%=21%
Rf=21%-16%=5%
2023 08/15 13:52
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