5300金融与交易中等数值题short
Compare Two Stocks Under CAPM Plus Alpha
题目
The risk-free rate is 2.5% and the market expected return is 9.5%. Stock A has beta 1.1 and zero alpha forecast. Stock B has beta 0.4 and a forecast alpha of 1.5%. Under a CAPM-plus-alpha view, which stock has the higher expected return, and by how much?
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你的答案
Stock with higher expected return
Difference in expected return