题目内容
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[单选题]
考虑有两个因素的多因素APT模型。股票A对因素1的贝塔值为1.2,对因素2的贝塔值为0.7。因素1的风险溢价为5%,因素2的风险溢价为6%。股票A的期望收益率为17%。如果无套利机会,无风险利率为_________。
A.6.5%
B. 6.8%
C.7.4%
D.6.0%
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A.6.5%
B. 6.8%
C.7.4%
D.6.0%
A.23.0%
B.15.0%
C.13.5%
D.16.5%
A.2%
B.3%
C.4%
D.7.75%
A.2%
B.3%
C.4%
D.7.75%
A.2%
B.3%
C.4%
D.7.75%
A.1.33
B.1.5
C.1.67
D.2
A.6%
B.4.25%
C.7.75%
D.8.85%
A.1.33
B.1.67
C. 1.5
D.2.00
A.3%
B.5%
C.5.5%
D.7.75%
A.10.1%
B. 6.0%
C. 7.26%
D. 3.6%