计算 Suppose that the borrowing rate is 9%. Assume that the S&P 500 index has an expected return of 13% and standard deviation of 25%, that Rf= 5%,Consider the following a risky fund(E(r) = 11%, standard deviation = 15%), and a risk free asset
1. What is the range of risk aversion for which a client will neither borrow nor lend, that is, for which y=1?
2. What is the largest percentage fee that a client who currently is lending (y<1) will be willing to pay to invest in your fund? What about a client who is borrowing (y>1)?
要的不是翻译，是答案
Suppose that the borrowing rate is 9%. Assume that the S&P 500 index has an expected return of 13% and standard deviation of 25%, that Rf= 5%,Consider the following a risky fund(E(r) = 11%, standard deviation = 15%), and a risk free asset
1. What is the range of risk aversion for which a client will neither borrow nor lend, that is, for which y=1?
2. What is the largest percentage fee that a client who currently is lending (y<1) will be willing to pay to invest in your fund? What about a client who is borrowing (y>1)?
题目译文：
假设借款利率为9%，标准普尔500指数预期回报率是13%，标准离差是25%。
考虑以下风险资金(E(r)= 11%,标准偏差= 15%),以及无风险资产。
1，在y=1的情况下，客户既不借款也不贷款的风险幅度是多少？
2，客户现在借出款项中，愿意投资你的资金的最大比例是多少？ (y<1) ；
对于借入的客户来说情况又是如何？(y>1)?
标准精确译文，正好我也学这个，里面的财务金融术语都是对的。
希望对楼主有用！
1. What is the range of risk aversion for which a client will neither borrow nor lend, that is, for which y=1?
2. What is the largest percentage fee that a client who currently is lending (y<1) will be willing to pay to invest in your fund? What about a client who is borrowing (y>1)?
题目译文：
假设借款利率为9%，标准普尔500指数预期回报率是13%，标准离差是25%。
考虑以下风险资金(E(r)= 11%,标准偏差= 15%),以及无风险资产。
1，在y=1的情况下，客户既不借款也不贷款的风险幅度是多少？
2，客户现在借出款项中，愿意投资你的资金的最大比例是多少？ (y<1) ；
对于借入的客户来说情况又是如何？(y>1)?
标准精确译文，正好我也学这个，里面的财务金融术语都是对的。
希望对楼主有用！
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第1个回答 2010-08-29
计算假设借款利率为9%。假设,标准普尔500指数已经预期回报的13%,标准偏差的25%,射频(Rf)= 5%,考虑以下冒险的基金(E(r)= 11%,标准偏差= 15%),以及无风险资产
1。什么是范围的风险规避程度,客户端将不向别人借钱,也不借钱给,这是为y = 1 ?
2。什么是最费,一位客户目前是贷款(y < 1)会愿意花去你投资的资金呢?一个客户借贷(y > 1)吗?
1。什么是范围的风险规避程度,客户端将不向别人借钱,也不借钱给,这是为y = 1 ?
2。什么是最费,一位客户目前是贷款(y < 1)会愿意花去你投资的资金呢?一个客户借贷(y > 1)吗?
参考资料：团队：我最爱数学！
第2个回答 2010-08-29
计算题，不是翻译，要的是答案
