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早早 · 2022年11月05日

老师,这道题ear为啥是365/146,而不是146/365

NO.PZ2015121801000039

问题如下:

An investor evaluating the returns of three recently formed exchange-traded funds gathers the following information:

The ETF with the highest annualized rate of return is:

选项:

A.

ETF 1.

B.

ETF 2.

C.

ETF 3.

解释:

B is correct.

The annualized rate of return for ETF 2 is 12.05% = (1.0110 52/5 )-1, which is greater than the annualized rate of ETF 1, 11.93% = (1.0461365/146 365/ 146 )-1, and ETF 3, 11.32% = (1.143512/15 )-1. Despite having the lowest value for the periodic rate, ETF 2 has the highest annualized rate of return because of the reinvestment rate assumption and the compounding of the periodic rate.

如题

老师,这道题ear为啥是365/146,而不是146/365

1 个答案

pzqa27 · 2022年11月05日

嗨,从没放弃的小努力你好:


我们正常列式子是这样的,

(1+EAR)^(146/365)=1+4.61%, 由于EAR是年化利率,投资期是146天,所以是按EAR,投资了146天,因此用年化利率时算的期限是146/365,然后你倒腾下这个式子就是解析的式子了

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虽然现在很辛苦,但努力过的感觉真的很好,加油!

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