A.2%
B.0.50%
C.-0.50%
D.-2%
(1)β值为多少?=0.5×20%+1.0×30%+2.0×50%=1.4(证券组合β值=各股票β值X比重系数并相加)
(2)风险报酬是多少?=(10%-3%)×1.4=9.8%;风险报酬=β值(市场报酬率-无风险报酬率)
(3)该证券组合的收益率是多少?=3%+9.8%=12.8%;收益率=无风险报酬率+β值(平均报酬率-无风险报酬率)
A.13.7%
B.16.7%
C.23.3%
D.20.3%
A.0.5%
B.-2%
C.-0.5%
D.2%
A.12.5%
B.11.5%
C.13.5%
D.14.5%