Question

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3. Securities A, B, and C have the following characteristics: (15%)
　Security Expected return(%) Beta
A 10 0.7
B 14 1.2
C 20 1.8
a. What is the expected return on a portfolio with equals weights?
b. What is the beta of a portfolio with equal weights?
c. Are the three securities priced correctly according to the capital-asset-pricing model?

Answer 1

证券 A B C 有以下特征：
证券 预期回报(%) 变异系数(衡量证券或有价证券之风险饥耐性的标准)
A 10 0.7
B 14 1.2
C 20 1.8
a. 在同比重的证券投资组合上，贺山什么是预期回报？
b. 在同比重的证券投资组合上，什么是贝塔系数（或变异系数）？
c. 根据资本资禅肢中产评价模型，这三种证券是否定价正确？
补充：In finance, the capital asset pricing model (CAPM) is used to determine a theoretically appropriate required rate of return of an asset, if that asset is to be added to an already well-diversified portfolio, given that asset's non-diversifiable risk. The model takes into account the asset's sensitivity to non-diversifiable risk (also known as systematic risk or market risk), often represented by the quantity beta (β) in the financial industry, as well as the expected return of the market and the expected return of a theoretical risk-free asset.

Answer 2

3。逗兄闭证券A,B和C具有以下特点:(15%)

安全预期回报(%)测试

10 0.7

14 1.2 b

20 1.8 c

一个。什么是期望回报率山裂等于一个公事包和多重?

b。什么是测试版的组合以同样的重量吗?

c。三个尘御证券定价模型,根据capital-asset-pricing正确吗

Answer 3

3、证券A,B和C具有以下特点:(15%)

安全性 预期回报(%) 测试
A 10 0.7
B 14 1.2
C 20 1.8
a、什么是期望回报率？
b、什么是同棚亏等量的测试版的拍和皮组合?
c、根据资袭差本资产计价模型，上述三个证券定价模型正确吗

Answer 4

3。证券A,B和C具有以下特点:(15%) 　　安全预期回报(%)测试
　　A 10 0.7 　亮橘　B 14 1.2 b 　　C 20 1.8
　　a。一个。什么是期望回报率等于一个公事包和多重? 　　b。什么是测试塌滚版的组合以同样的重量吗? 　　c。三个证券定团键余价模型,根据capital-asset-pricing正确吗?

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