题目
Consider below the multifactor (APT) model of security returns for a particular stock. In addition to factor betas and risk premiums, two of the factors experience "surprises." Specifically, while interest rates change as expected, actual inflation is +2.0% (compared to expected +1.0%) and actual GDP growth is +1.5% (compared to expected +0.5%):「huixue_img/importSubject/1564170576313061376.png」What is the expected rate of return on the security?
选项
A.6.8%
B.7.2%
C.9.10%
D.11.5%
答案
C
解析
「huixue_img/importSubject/1564170576409530368.png」