CAPM模型一道简单滴题目

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关键词：CAPM模型 CAPM cap APM 模型

(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 help~

Chemist_MZ 发表于 2013-1-12 23:03
(2)To apply CAPM, you should first know the market return that is x. You use the info of the stock a ...

谢谢！

Chemist_MZ 发表于 2013-1-12 23:03
(2)To apply CAPM, you should first know the market return that is x. You use the info of the stock a ...

why？“Then you calculate the expected return of the  portfolio with beta=0.5. ”

Chemist_MZ 发表于 2013-1-12 23:03
(2)To apply CAPM, you should first know the market return that is x. You use the info of the stock a ...

哦。。。懂了。。。

看看

so easy