700+ câu trắc nghiệm Đầu tư dự án có đáp án - Phần 13

If a portfolio had a return of 12%, the risk free asset return was 4%, and the standard deviation of the portfolio's excess returns was 25%, the risk premium would be____.

4/30

If a portfolio had a return of 12%, the risk free asset return was 4%, and the standard deviation of the portfolio's excess returns was 25%, the risk premium would be____.

29%

16%

21%

37%

8%

Giải thích

Chọn đáp án E

Giải thích: 12 – 4 = 8