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VincentShell · 2022年12月28日

老师，这道题中的year1怎么算出来的

  1. CFA I
  2. Portfolio

NO.PZ2015120604000033

问题如下：

Tom buys one share of stock at $30 now, and one more shares at $35 after one year. At the end of year 1, the stock paid $5 dividend per share. At the end of t2, Tom sold 2 shares for $40 each. Calculate the time-weighted rate of return on this investment.

选项：

A.

9.88%.

B.

15.00%.

C.

23.13%.

解释：

C is correct.

During the year1, the hoding return is (35 + 5) / 30 - 1= 33.33%,

During the year2, the hoding return is 80 / 70 - 1 = 14.29%

Time-weighted return = [(1.33)(1.14)]0.5 - 1 = 23.13%

为什么是（35+5）/30 -1而不是70/30-1，已经蒙了，现金流是35吗？

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1 个答案

pzqa27 · 2022年12月29日

嗨，爱思考的PZer你好：


因为第一年只有1只股票，这只股票分红5元，所以期末的价值是35+5=40，不能是70，因为新的一只股票是第一年年末买入的，不能算在第一年的holding return中

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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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