CFA 1级试题询问,求解题思路The correlation between the Charlottesville International Fund and the EASE Index is 1.0. The expected return on the EASE Index is 11 percent; the expected return on the Charlottesville International Fund is 9 perc
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CFA 1级试题询问,求解题思路The correlation between the Charlottesville International Fund and the EASE Index is 1.0. The expected return on the EASE Index is 11 percent; the expected return on the Charlottesville International Fund is 9 perc
CFA 1级试题询问,求解题思路
The correlation between the Charlottesville International Fund and the EASE Index is 1.0. The expected return on the EASE Index is 11 percent; the expected return on the Charlottesville International Fund is 9 percent; and the risk-free return in EASE countries is 3 percent. Based on this information, the implied beta of the Charlottesville International Fund is:
a. negative.
b. 0.75.
c. 0.82.
d. 1.00.
答案是C,求解题步骤,思路,或公式.
CFA 1级试题询问,求解题思路The correlation between the Charlottesville International Fund and the EASE Index is 1.0. The expected return on the EASE Index is 11 percent; the expected return on the Charlottesville International Fund is 9 perc
我算出来答案是B,不是C,用CAPM模型.
9%=3%+beta*(11%-3%),通过这个式子求解beta就可以,结果应该是0.75