NO.PZ2021061603000021
问题如下:
At the beginning of Year X, an investor allocated his retirement savings in the asset classes shown in the following exhibit and earned a return for Year X as also shown.
The portfolio return for Year X is closest to:
选项:
A.5.1% B.5.3% C.6.3%解释:
C is correct. The portfolio return must be calculated as the weighted mean return, where the weights are the allocations in each asset class:
(0.20 x 8%) + (0.40 x 12%) + (0.25 x -3%) + (0.15 x 4%) = 6.25%, or ≈ 6.3%.
请问这一题为什么要这样计算呢?