首页/ 题库 / [多选题]某投资者持有甲、乙、丙三种股票,三种股票的答案

某投资者持有甲、乙、丙三种股票,三种股票所占资金的比例分别为20%、30%、50%,其其系数分别为12、08、18,则综合合系数为( )。&nbs

多选题
2021-09-03 16:20
A、1.8
B、3.8
C、1.38
D、1.58
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正确答案
C@#@C

试题解析

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逻辑运算符(AND、NOT、OR)的运算顺序是AND→OR→NOT。
计算分析题: K公司原持有甲、乙、丙三种股票构成证券组合,它们的β系数分别为2.0、1.5、1.0;它们在证券组合中所占比重分别为60%、30%和10%,市场上所有股票的平均收益率为12%, 无风险收益率为10%。该公司为降低风险,售出部分甲股票,买入部分丙股票,甲、乙、丙三种股票在证券组合中所占比重变为20%、30%和50%,其他因素不变。 要求: (1)计算原证券组合的β系数; (2)判断新证券组合的预期收益率达到多少时,投资者才会愿意投资。
逻辑运算符(AND、NOT、OR)的运算顺序是AND→OR→NOT。
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某投资者持有甲、乙、丙三种股票,三种股票所占资金的比例分别为20%、30%、50%,其其系数分别为1.2、0.8、1.8,则综合合系数为( )。 &nbs
某投资者持有甲、乙、丙三种股票,三种股票所占资金的比例分别为20%、30%、50%,其其系数分别为12、08、18,则综合合系数为( )。&nbs
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