NO.PZ2017092702000093
问题如下:
The weekly closing prices of Mordice Corporation shares are as follows:
The continuously compounded return of Mordice Corporation shares for the period August 1 to August 15 is closest to:
选项:
A.
6.90%
B.
7.14%
C.
8.95%
解释:
A is correct.
The continuously compounded return of an asset over a period is equal to the natural log of period’s change. In this case: ln(120/112) = 6.90%
资产在一段时间内的连续复合回报等于期间变化的自然对数。 在本题中:ln(120/112) = 6.90%
这道题对应的知识点讲义上不是叉掉了吗?,讲义p159,怎么还会考呢?还是原版书题