求助 level 2 March Mock AM Exam 最后一题
level 2 March Mock AM Exam 最后一部分portfolio的最后一题,CAPM 计算得出的return大于题中expected return,为什么说是overvalue了呢?是我记错了么?应该是undervalued的呀?
答案如下:According to the CAPM, PSMG's (某asset名称)return should be 14%. Because its actual expected return is only 12%. PSMG is overvalued.
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