楼主: LibraAgent
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CAPM模型一道简单滴题目 |
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回帖推荐Chemist_MZ 发表于2楼 查看完整内容 (2)To apply CAPM, you should first know the market return that is x. You use the info of the stock and get the Rm=x=10.76%
Then you calculate the expected return of the portfolio with beta=0.5. And you get 7.88%.
You know the portfolio's return, and you know the stock and riskfree asset's return. You solve for the weight. I think the logic is very straightforward. Nothing confusing.
hope ...
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