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Business, 06.08.2021 09:00 tsigler6425

Biết rằng tỷ suất lợi nhuận phi rủi ro là 4% và tỷ suất lợi nhuận danh mục đầu tư thị trường là 15%. Ngoài ra, Beta của ba cổ phiếu được ước lượng như sau: Cổ phiếu Beta
CP A 0,75
CP B 0,90
CP C 1,40
Sử dụng mô hình CAPM, hãy ước lượng tỷ suất lợi nhuận yêu cầu của từng cổ phiếu. Nếu một công ty đầu tư vào danh mục gồm A, B và C trên theo tỷ trọng lần lượt là 50%, 30% và 20%, thì tỷ suất lợi nhuận kỳ vọng của danh mục đầu tư là bao nhiêu?

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Biết rằng tỷ suất lợi nhuận phi rủi ro là 4% và tỷ suất lợi nhuận danh mục đầu tư thị trường là 15%....
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