金融风险管理的题 金融风险管理题目
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R=Rf+b*\uff08Rm-Rf\uff09
R\u4e00\u5e74=4%+2*\uff084*5%-4%\uff09=36%
R\u4e09\u6708=36%/4=9%
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\uff081\uff09 \u4e09\u4e2a\u6708\u540e\u6c47\u7387\u4e3a1.8210\uff0c\u4f4e\u4e8e\u884c\u6743\u4ef7\u683c\uff0c\u8be5\u516c\u53f8\u884c\u4f7f\u6743\u529b\uff0c\u5c06\u6536\u5230\u76841000000\u82f1\u9551\u4ee51.8730\u7684\u4ef7\u683c\u5356\u7ed9\u671f\u6743\u5356\u65b9\uff0c\u6b64\u5916\u6263\u9664\u671f\u6743\u4ef7\u683c\u6bcf\u82f1\u95510.02\u7f8e\u5143\uff0c\u6700\u540e\u989d\u5916\u6536\u5165\u4e3a\uff1a
1000000*\uff081.8730-1.8210-0.02\uff09=32000\u7f8e\u5143
\uff082\uff09 \u4e09\u4e2a\u6708\u540e\u6c47\u7387\u4e3a1.9050\uff0c\u9ad8\u4e8e\u884c\u6743\u4ef7\u683c\uff0c\u8be5\u516c\u53f8\u4e0d\u4f1a\u884c\u4f7f\u6743\u529b\uff0c\u635f\u5931\u671f\u6743\u8d39\u7528\u6bcf\u82f1\u95510.02\u7f8e\u5143\uff0c\u4f46\u7531\u4e8e\u82f1\u9551\u5347\u503c\uff0c\u5176\u82f1\u9551\u6536\u5165\u6709\u5347\u503c\uff0c\u6536\u5165\u7b97\u51fa\u6765\u4e3a
1000000*\uff081.9050-1.8725-0.02\uff09=12500\u7f8e\u5143
答案：B速动比率
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