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Based on the scenarios below, what is the expected return for a portfolio with t
Based on the scenarios below, what is the expected return for a portfolio with t
游客
2025-06-20
29
管理
问题
Based on the scenarios below, what is the expected return for a portfolio with the following return profile?______.
选项
A、4%
B、10%
C、0.2
D、0.25
答案
B
解析
答案为B项。本题计算的是证券组合的预期收益(expected return),即该组合各种可能收益与相应概率的加权平均值(probabmty—weighted average)。其计算公式为:ER=∑PiRi,其中:ER表示预期收益,Pi表示各预期值发生的概率,Ri表示各种可能的收益,i表示各种可能收益水平的序号。故本题中的证券组合的收益率为:0.2×(一25%)+0.3×10%+0.5×24%=10%。
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