试题与答案

某公司持有A、B、C三种股票构成的证券组合,它们目前的市价分别为20元/股、6元/股

题型:问答题

题目:

某公司持有A、B、C三种股票构成的证券组合,它们目前的市价分别为20元/股、6元/股和4元/股,它们的β系数分别为2.1、1.0和0.5,它们在证券组合中所占的比例分别为50%、40%、10%,上年的股利分别为2元/股、1元/股和0.5元/股,预期持有B、C股票每年可分别获得稳定的股利,持有A股票每年获得的股利逐年增长率为5%,若目前的市场收益率为14%,无风险收益率为10%。

要求:

(1)计算持有A、B、C三种股票投资组合的风险收益率。

(2)分别计算投资A股票、B股票、C股票的必要收益率。

(3)计算投资组合的必要收益率。

(4)分别计算A股票、B股票、C股票的内在价值。

(5)判断该公司应否出售A、B、C三种股票。

答案:

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