SOAL TEORI dan PETUNJUK JAWABAN MK
1. Sebutkan 2 jenis cara perhitungan return rerata historis! Arithmetic average: Return earned in an average period over multiple periods. Answers the question: “What was your return in an average year over a particular period?” Geometric average: Average compound return per period over multiple periods. Answers the question: “What was your average compound return per year over a particular period?” Geometric average < arithmetic average unless all the returns are equal 2. Apa yang dimaksud dengan Risk-Free Rate dan Risk Premium? Risk-free rate: Rate of return on a riskless investment. Treasury Bills are considered risk-free Risk premium: Excess return on a risky asset over the risk-free rate. Reward for bearing risk 3. Terdapat 3 jenis efisiensi pasar. Sebutkan dan jelaskan! Strong-form Efficient Market: Information = Public or private. “Inside information” is of little us...