Q
16
.
( 1)
E(
RP )
Ji
(2)
E
(3)
( 0.6 )
=
( RP )
Ji
0.6115% )
=
2
'
=
더
2
높은 자산이
t ( 0.5 )
'
17.4%
0.425t
0.5 ( 17.4% ) +0.5 ( 19% )
=
위험이
0.4121% )
( 0.28Ft ( 0.4) (
( 0.5) 210.281 )
=
+
( 0.30)
= (
2 ( 0.6) ( 0.4) ( 0.28 ) ( 0.42) ( 0.4)
2+2 ( 0.5)
추가되더라도 기대수익은
로
( 0.5 ) ( 0.281 ) ( 0.30) ( 0.3) = ( 0.2343)
더 높아지고
위험은 낮아진다
.
( RA )
=
( Re )
⇒
×
0.07
t
0.35
X0 13
=
,
E ( RB )
E
0.65
=
=
0.65X 0.15 t 0.35×0.03
0.65×0.33
E ( RP )
=
t
0.35¢
-
0.06)
=
=
¢ 2817
8.2%
Q 18
E
=
0.091
0.108
0.194
(5×0.091) tlfxo.io e) +15×0.1947=0.13
.