[文商] 財管-風險報酬

看板Grad-ProbAsk作者 (yaevna)時間16年前 (2009/06/19 14:38), 編輯推噓4(406)
留言10則, 5人參與, 最新討論串1/2 (看更多)
Investors demand higher expected rates of return on stocks with more varible rates of return. 請問這敘述錯在哪呢?! 依資本市場線來說,總風險愈大,期望報酬不是也愈大嗎?! 謝謝~ --- 原題目: 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,最後還是會 就算要fuck,起初也要 就算是Believe,中間還是 有個end 別走阿~ 有fu 有個lie 寶貝等我一下我媽打來 我們不是朋友嗎? 曾經是 對不起...他IN不起來 嗯~ 親愛的~ 哈逆~想我嗎 / 但已經 ...沒關係~ ●】 /fri <end> 結束了! fu <ck> 改天吧~ <Be lie ve -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 220.228.251.160

06/19 15:14, , 1F
我覺得應該改 required rate of return
06/19 15:14, 1F

06/19 16:10, , 2F
同樓上
06/19 16:10, 2F

06/19 21:53, , 3F
期望報酬與要求報酬率不同 所以應該是1樓的
06/19 21:53, 3F

06/21 02:44, , 4F
這題重點應在於不是變異數大的有較大的必要報酬,
06/21 02:44, 4F

06/21 02:45, , 5F
而是beta較大的才有較大的必要報酬.
06/21 02:45, 5F

06/21 02:46, , 6F
均衡時期望報酬會等於必要報酬,所以那不是改錯的重心.
06/21 02:46, 6F

06/22 09:43, , 7F
那變異數大,有較大的期望報酬就錯了嗎?!
06/22 09:43, 7F

06/22 10:12, , 8F
在CAPM的架構下,是錯的.
06/22 10:12, 8F

06/22 12:19, , 9F
可是那題目沒說是在CAPM下~只問哪一個敘述是錯的~這樣不是
06/22 12:19, 9F

06/22 12:20, , 10F
怪嗎?!我把題目補齊好了,還是答案有錯?!
06/22 12:20, 10F
※ 編輯: yaevna 來自: 220.228.251.160 (06/22 12:24)
文章代碼(AID): #1AEp9ONb (Grad-ProbAsk)
文章代碼(AID): #1AEp9ONb (Grad-ProbAsk)