神马作文网关于计算贝塔值拜托各位了 3Q
来源：学生作业帮 编辑：神马作文网作业帮 分类：英语作业 时间：2024/11/18 21:09:47
关于计算贝塔值拜托各位了 3Q
A mutual fund manager has a 20,000,000 portfolio with a beta of 1.5.Assume that the risk free rate is 4.5 percent and that the market risk premium is 5.5 percent.The manager expects to recerve an additional 5,000,000 in funds soon.She wants to invest these funds in a variety of stocks.After making these additional investments,she wants the fund's expected return to be 13percent.What should be the average beta of the new stocks added to the portfolio?
A mutual fund manager has a 20,000,000 portfolio with a beta of 1.5.Assume that the risk free rate is 4.5 percent and that the market risk premium is 5.5 percent.The manager expects to recerve an additional 5,000,000 in funds soon.She wants to invest these funds in a variety of stocks.After making these additional investments,she wants the fund's expected return to be 13percent.What should be the average beta of the new stocks added to the portfolio?
一位共同基金经理有一个20000K的投资组合,贝塔=1.5.假设无风险报酬率为4.5%,市场风险溢价为5.5%.（到这里你就可以计算他的期望报酬率=4.5%+1.5*5.5%=12.75%）,现在他想要马上要接受5000K的投入,她想要将这笔新增的基金投入到不同的股票当中.投资完成后,她希望组合期望报酬率达到13%,那么新加入到投资组合中的基金的贝塔应该是多少捏? 方法是多种多样的,首先可以求期望报酬值the fund`s expected return=13%*（20000+5000）=3250 新增投入的期望报酬the expected return of additional investments=3250-20000*12.75%=700 (所以有等式5000 *[4.5%+β*5.5%]= 700,粗线部分为新增投资的期望报酬率) 新加入到投资组合中的基金的贝塔 the average beta of the new stocks added to the portfolio=(700/5000-4.5%)/5.5%=1.73 如要采纳,请尽量好评.
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