Board logo

标题: 疑问:来自台湾120道题 [打印本页]

作者: waterline    时间: 2009-11-23 01:01     标题: 疑问:来自台湾120道题

30. The correlation between the Charlottesville International Fund and the EASE Index is 1.0. The expected return on the EASE Index is 11 percent; the expected return on the Charlottesville International Fund is 9 percent; and the risk-free return in EASE countries is 3 percent. Based on this information, the implied beta of the Charlottesville International Fund is:

fficeffice" /> 

a. negative.

b. 0.75.

c. 0.82.

d. 1.00.

 

答案是c, 完全想不出来咋做的,望高人指教,多谢!






欢迎光临 CFA论坛 (http://forum.theanalystspace.com/) Powered by Discuz! 7.2