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[单选题]
考虑有两个因素的多因素APT模型。股票A对因素1的贝塔值为0.75,对因素2的贝塔值为0.8。因素1的风险溢价为1%,因素2的风险溢价为7%。无风险利率为7%。如果无套利机会,股票A的期望收益率为_______。
A.23.0%
B.15.0%
C.13.5%
D.16.5%
查看答案
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A.23.0%
B.15.0%
C.13.5%
D.16.5%
A.6.5%
B. 6.8%
C.7.4%
D.6.0%
A.2%
B.3%
C.4%
D.7.75%
A.1.33
B.1.67
C. 1.5
D.2.00
A.1.33
B.1.50
C.1.67
D.2.00
A.7%
B.13.0%
C. 8.0%
D.9.2%
A.1.10
B. 1.00
C.1.22
D.0.45
A.0.75
B.1
C.1.3
D.1.69
A.3%
B.5%
C.6%
D.4%