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申論題資訊

試卷:110年 - 110 國立臺灣大學_碩士班招生考試_財務金融研究所甲組:財務管理#105783
科目:研究所、轉學考(插大)◆財務管理
年份:110年
排序:0

題組內容

10. In addition to CAPM, Professor Samuel also consider the Fama-French three-factor model to evaluate his stock portfolio. please answer the following questions based on his estimates below.
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申論題內容

a. Please compute abnormal return, and state whether this investment strategy can earn abnormal return [2%]