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Gogo冲 · 2022年11月21日

有cash flow的计算

  1. CFA III
  2. GIPS

NO.PZ2022010501000004

问题如下：

Use the information in the following table to answer this question (amounts in €):


Calculate the rate of return for this portfolio for January, February, March, and the first quarter of 2019 using revaluing for large cash flows methodology (assume “large” is defined as greater than 5%).

选项：

解释：

January:

RJan= (208,000 − 200,000)/200,000 = 4.00%

February:

RFeb1- 15 = (217,000 − 208,000)/208,000 = 4.33%

RFeb16- 28= (263,000 − 257,000)/257,000 = 2.33%

RFeb1-28 = [(1 + 0.0433) × (1 + 0.0233)] − 1 = 6.76%

March:

RMar1- 21 == (270,000 − 263,000)/263,000 = 2.66%

RMar22- 31= (245,000 − 240,000)/240,000 = 2.08%

RMar1- 31= [(1 + 0.0266) × (1 + 0.0208)] − 1 = 4.80%

Quarter 1:

RQT1 = [(1 + 0.0400) × (1 + 0.0676) × (1 + 0.0480)] − 1 = 16.36%

二月的两笔为什么不是这样计算：Feb (263-257)/257.  (257-208)/208

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1 个答案

伯恩_品职助教 · 2022年11月21日

嗨，从没放弃的小努力你好：


同学，这个算的是收益，是算的期初的和期末的净值查（排除external cash flow），所以是RFeb1- 15 = (217,000 − 208,000)/208,000，那40000是期末的时候转进去的，不是盈利的

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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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