一道finance的题目 不知从哪里下手 求各位大神解答下

Suppose a psychic tells you that the value-weighted ASX 300 index will earn a return
of -5% while the equal-weighted ASX 300 will earn a return of 10% over the next
year. Suppose the risk free rate is 2%.  Consider the descriptions of the 4 funds below
and then rank the funds in order of their expected returns (based on the information
from the psychic). Provide a brief (20-50 words) explanation for each ranking.

a)  Fund A invests primarily in small-cap stocks in the ASX 300. It frequently
buys on margin.
b)  Fund B investors primarily in large cap stocks in the ASX 300. It frequently
buys on margin.
c)  Fund C invests primarily in large cap stocks in the ASX 300. It is prohibited
from buying on margin.
d)  Fund D invests primarily in small cap stocks. It is prohibited from buying on
margin.

选A，不知道对不
equal-weighted收益高说明小盘股收益高么

yunzhonghai 发表于 2012-3-9 13:54
选A，不知道对不
equal-weighted收益高说明小盘股收益高么

应该有相应的计算步骤来证明的吧

求支持啊  各位大神们

还没人知道吗？

额，我认为A>D>c>B,因为价值加权的的回报是-5%，平均加权是10个点，所以应该是小盘股的回报要高，然后，保证金是扩大交易风险，所以允许保证金交易的收益率将会被扩大。这纯属个人理解，楼主请慎重采纳撒