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 UID607178 帖子8 主题2 注册时间2014-6-5 最后登录2014-6-25 
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7#
 
 发表于 2014-6-5 09:03 
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| 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.
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