股票 S 的 Beta 值為 2，台指日波動率為 10％，則市值 NT$10,000,000 的股票 S，10 天 95％的風險值為何？ (提示： = 16, Z0.95 = 645)(

問題詳情

15.股票 S 的 Beta 值為 2，台指日波動率為 10％，則市值 NT$10,000,000 的股票 S，10 天 95％的風險值為何？ (提示： = 3.16, Z0.95 = 1.645)
(A)$9,808,700
(B)$9,090,700
(C)$10,396,400
(D)$10,169,595

參考答案

答案：C
難度：適中0.5
統計：A(0),B(0),C(0),D(0),E(0)

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