UC知道一个公司金融的问题,希望高手解答!!很急，速度啊！拜托！
来源：百度知道 编辑：UC知道 时间：2024/06/19 22:55:36
假设:证券投资基金P在过去5年内的实际收益率是7.2、标准差是10、β系数值是1.5,市场组合在相应时期内的实际收益率是8、标准差是14。试以CAPM模型为分析工具对投资基金P进行评估。
CAPM Model : Re=RiskfreeRate+β(Er-RiskfreeRate). In your question i did not see what's the risk free rate and the Expected rate of return so not sure how you will use CAMP to calculate the Return Rate.
However, i assume that you can use Coefficiencey Variance (CV) model to value it:
CV=d/x. so for P, it's CV is 7.2/10=0.52. for市场组合,CV is 8/14=0.57. So P is under performing the 市场组合. I am sorry for using English since no Chinese input is allowed in the office.
Hope this helps.
大盘要跌了 清仓吧