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[教材、Notes、资料] 【level 1】教材的一道题,关于Portfolio Risk and Returen 的

 教材P380,13,14题:请教各位----
Asset Class                 Geometric Return(%)
Equities                              8.0
Corporate Bnds                   6.5
Treasury Bills                       2.5
Inflation                              2.1

13. The risk premium for equties is cloest to :
A. 5.4%; B. 5.5%; C. 5.6%

14. The risk premium for corportae bonds is cloest to :
A. 3.5%; B. 3.9%; C. 5.0%

答案分别是A和B。后面的解析是:(1+8%)/(1+2.5%); (1+6.5%)/(1+2.1%)
【我的理解是:】
根据公式: 1+r=(1+r[rF])X(1+π)X(1+RP)
那么题目中的计算不应该是:(1+8%)/[(1+2.5%)(1+2.1%)]=3.2%和 (1+6.5%)/[(1+2.5%)(1+2.1%)]=1.8%吗?

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