感谢楼主
顺便求教下楼主
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. |
发表于 2014-6-5 09:03
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