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簡述資本市場線和證券市場線及其聯(lián)系與區(qū)別
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同學(xué)你好,兩者區(qū)別:
A. CML僅可衡量投資組合;SML市場均衡下的資產(chǎn)組合和單個(gè)證券資產(chǎn);
B. CML衡量總風(fēng)險(xiǎn);SML衡量系統(tǒng)風(fēng)險(xiǎn)。
因?yàn)镃ML的橫軸是標(biāo)準(zhǔn)差(既包括系統(tǒng)風(fēng)險(xiǎn)又包括非系統(tǒng)風(fēng)險(xiǎn)),而SML的橫軸則是貝塔系數(shù)(只包括系統(tǒng)風(fēng)險(xiǎn))
C. CML斜率是夏普指數(shù);SML斜率是市場收益率減去無風(fēng)險(xiǎn)收益率Rm-Rf;
D. CML表示的是期望收益率;SML表示的是必要收益率;
E. CML用于確定投資組合的比例;SML利用股票估值模型,計(jì)算股票的內(nèi)在價(jià)值
FAILED
2023 12/15 14:37
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2023 12/15 14:39
他們的聯(lián)系呢.?
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2023 12/15 14:43
兩者都是描述報(bào)酬率和風(fēng)險(xiǎn)之間的關(guān)系的
FAILED
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2023 12/15 17:59
老師可以發(fā)一下文檔嗎
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2023 12/15 22:47
你好這個(gè)文檔是從網(wǎng)上找的,你可以看下會(huì)計(jì)網(wǎng)站
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