Q1 假設目前有兩個獨立經濟因子F1和F2。無風險利率為5%。投資組合A和B均為完全風險分散，且其預期報酬如下表所示: 投資組合 F1的Beta F1的Beta 投資組合預期報酬 A 1.2 0.6 25% B 1 3 40% (a) 請問這兩個經濟因子的預期風險溢酬? (b) 有另外一個投資組合C。它在F1的beta是1.5，在F2的beta是0.8。投資組合C的預期報酬是多少? 背景 套利定價理論 套利定價理論是一個資產定價的一般理論，也就是說，一個金融資產的預期報酬可以表示為多個風險因子的線性組合。每個風險因子對預期報酬的敏感度可以表示為特定因子的beta係數。 套利定價理論主張一個金融資產的預期報酬和風險因子的敏感度可以由以下公式表示: 其中 E(R) =… Read More »Sunfortzone的財務金融小教室
English Chinese Italian blood analysis 驗血 urine 尿 ferritin 鐵蛋白 cholesterol 膽固醇 glycemia 血糖 sugar levels 血糖 cortisol 皮質醇 electrophoresis 電泳 albumin 白蛋白 proteins… Read More »English – Chinese – Italian Vocabulary Learning
The Definition and Range of Financial Planning Income of your life: Money earned from your personal abilities is called active income Money earned from investing… Read More »General Guidelines on Financial Planning
This article examines the long-term demand and supply, and their future outlook of gold and silver. It also recaps the markets for these two precious metals in July and gives a forecast of August.
Ready to explore Taiwan? If you’re a night owl, this article is very suitable for you since I’m a night owl as well, principally because of my beloved one. I’m a local Taiwanese who’ve lived in Taiwan for more than 26 years. Usually, I’m active at night all the way until even 5 am in the morning. I went out with my girlfriend or friends for fun, drinks, walking around etc mostly in Taipei. That’s why I want to share this article for you. This article focuses on Taipei, which is the capital of Taiwan, and for night owls, is structured as follows: night market, bars, nightclubs, temples, parks, landscapes, restaurants, motels, and hot springs.