Intellectual Olympiad in Investment Activities - 2026 ongoing

Subject: Investment Activities
Level: XII
Category: student
Quiz questions: in Chinese
Example question: 根据套利定价理论，若某资产对三个系统性风险因子的敏感系数分别为0.8、1.2和−0.5，无风险收益率为3%，三个因子的风险溢价分别为4%、6%和2%，则该资产的理论预期收益率为多少？ 10.2%, 11.4%, 12.6%, 13.8%