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](/uploads/image/z/14261768-8-8.jpg?t=CFA+1%E7%BA%A7%E8%AF%95%E9%A2%98%E8%AF%A2%E9%97%AE%2C%E6%B1%82%E8%A7%A3%E9%A2%98%E6%80%9D%E8%B7%AFThe+correlation+between+the+Charlottesville+International+Fund+and+the+EASE+Index+is+1.0.+The+expected+return+on+the+EASE+Index+is+11+percent%3B+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 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