问题已解决
這個第三問:求這個xyz投資組合的必要收益率:如果用貝塔系數(shù)加權(quán)平均算出投資組合的貝塔系數(shù):1.8*0.2+1.2*0.4+1.2*0.6*0.4=1.728 再用資產(chǎn)定價模型算出資產(chǎn)收益率組合3%+1.728*(8%-3%)=11.64%;這樣算為什么和答案不一樣呢?
FAILED
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您好!沒有貝塔系數(shù)加權(quán)平均的哦
2024 01/23 14:16
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2024 01/23 14:21
課程上有講貝塔系數(shù)加權(quán)平均的啊
FAILED
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2024 01/23 14:47
您好!不好意思1.8*0.2+1.2*0.4+1.2*0.6*0.4=1.128,這也就和答案對的上了
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