Bài giảng Chương V: Rủi ro và Lợi suất

Tom tat Bai giang Chuong V: Rui ro va Loi suat: ...et cang cao va gia tri chenh lech cang lon thi rui ro cang cao Quan niem cu: Rui ro la kha nang lam lai suat giam so voi lai suat du tinh Quan niem moi: Rui ro la kha nang lam lai suat lech so voi lai suat du tinh Do luong rui ro Rui ro la kha nang loi suat trong tuong lai khac loi suat du tinh E(R)...cession 0.20 - 30 18 - 6.0 Expected Return 18.5 % 9.8% 14.2% Standard Deviation 26.6 % 6.0% 9.9% Loi suat du tinh va rui ro cua danh muc dau tu Doi voi danh muc dau tu co 2 chung khoan Co cau rui ro trong dau tu CK Rui ro gom 2 phan: Rui ro he thong Rui ro lam phat Rui ro lai suat Gia dau tang ca...a goc nhan duoc trong tuong lai Trai phieu chinh phu co rui ro lai suat Trai phieu chinh phu Lai suat cua trai phieu chinh phu Lai suat cua cac trai phieu cong ty co cung ky han Lai suat yeu cau cua co phieu Risk-free interest rate Rui ro lai suat Rui ro lam phat Lai suat yeu cau cua chung khoan con...