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If a portfolio had a return of 15%, the risk free asset return was 3%, and the standard deviation of the portfolio's excess returns was 34%, the risk premium would be____.

5/30

If a portfolio had a return of 15%, the risk free asset return was 3%, and the standard deviation of the portfolio's excess returns was 34%, the risk premium would be____.

49%

18%

31%

12%

29%

Giải thích

Chọn đáp án D

Giải thích: Risk Premium=Portfolio Return−Return from Risk - free Asset=15% −3%=12%