Question
A ve B hisse senetleri iin endeks modelinin, aadaki sonularla fazla getirilerden tahmin edildiini varsayalm: R A = %2 + 0,70 R M + e
A ve B hisse senetleri iin endeks modelinin, aadaki sonularla fazla getirilerden tahmin edildiini varsayalm:
| R A = %2 + 0,70 R M + e A | |
| RB = -%1,8 + 0,90 RM + e B | |
| M = %22; R -kare A = 0.20; R -kare B = 0.15 |
ki hisse senedi arasndaki kovaryans ve korelasyon katsays nedir? ( Yzde deil, ondalk biimdeki saylar kullanarak hesaplayn. Ara hesaplamalar yuvarlamayn. Yantlarnz 4 ondalk basamaa yuvarlayn. ) |
| kovaryans | |
| Korelasyon katsays | |
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Principles Of Commercial Real Estate Finance
Authors: Gail Ramshaw, Mortgage Bank
1st Edition
0793157099, 9780793157099
