来自贺苏宁的问题
投资学计算,速回计算Supposethattheborrowingrateis9%.AssumethattheS&P500indexhasanexpectedreturnof13%andstandarddeviationof25%,thatRf=5%,Considerthefollowingariskyfund(E(r)=11%,standarddeviation=15%),and
投资学计算,速回
计算Supposethattheborrowingrateis9%.AssumethattheS&P500indexhasanexpectedreturnof13%andstandarddeviationof25%,thatRf=5%,Considerthefollowingariskyfund(E(r)=11%,standarddeviation=15%),andariskfreeasset
1.Whatistherangeofriskaversionforwhichaclientwillneitherborrownorlend,thatis,forwhichy=1?
2.Whatisthelargestpercentagefeethataclientwhocurrentlyislending(y1)?
要的不是翻译，是答案
1回答
2020-08-06 12:34