![](https://lstatic.shangxueba.com/jiandati/pc/images/pc_jdt_tittleico.png)
在CAPM模式中,若已知假股票的预期报酬为14%%,beta值为0.9,市场风险溢酬为10%,则无风险利率为多少?
A.4%
B.5%
C.9%
D.3.6%
![](https://lstatic.shangxueba.com/jiandati/pc/images/jdt_q_ckda.png)
![](https://lstatic.shangxueba.com/jiandati/pc/images/jdt_panel_vip.png)
![](https://lstatic.shangxueba.com/jiandati/pc/images/jdt_q_wyda.png)
- · 有4位网友选择 D,占比40%
- · 有3位网友选择 B,占比30%
- · 有2位网友选择 A,占比20%
- · 有1位网友选择 C,占比10%
A.4%
B.5%
C.9%
D.3.6%
B、A股票与市场组合报酬率的共变量等于市场组合变异数
C、A股票与市场组合的变异风险必定相等
D、A股票的风险必小于市场组合风险
A、I only
B、II and III only
C、IV only
D、II only
A、A portfolio costs nothing to constrict is called a self-financing portfoilo
B、We can construct a self-financing portfolio by going long some stocks,and going short other stocks with equal market value
C、The most obvious portfolio to use in a multifactor model is the market portfolio itself
D、In general,a self-financing portfolio is any portfolio with portfolio weights that sum to zeo
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