在AFM 教材的327頁中的第一個例題,計算combined beta =asset beta of Omnivore*asset of Omnivore/asset of two companies + asset beta of Sweet *asset of Sweet/ asset of two companies
但是在第二個例題,計算combined beta =asset beta of Nessie* equity of Nessie/total equity value of two companies + asset beta of Patsy* euqity of Patsy/total euqity of two companies
我的問題是在計算combined beta時分攤的依據(jù)是到底根據(jù)哪個來分攤,是根據(jù)asset 分攤還是根據(jù)equity 分攤,請老師指教, 謝謝!