NO.PZ2022061307000034
问题如下:
Question
A market index contains the following two securities:
The total return on an equal-weighted basis is closest to:
选项:
A.–1.75%.
B.2.78%.
C.2.25%.
解释:
Solution
C is correct.
请问权重0.44和0.56怎么得到的?
王园圆_品职助教 · 2023年02月07日
嗨,爱思考的PZer你好:
同学你好,这个权重0.44和0.56对应的是选项B的解析。这是错误的!正确答案是C不是B哦
正确的答案是不需要计算各个股票的权重的呢
既然是等权重的指数构建方法, 那每个股票在其中就应该购买相同的金额
请参考以下讲义截图的方法计算等权重指数的收益率计算方法:即等于其中每个股票的收益率的算数平均数
在本题上应用,就是A股票收益率 = (37+2 - 40)/40 = -0.025
B股票收益率 = (52 +1.5 - 50)/50 = 0.07
等权重指数收益率 =( -0.025+0.07)/2 = 0.025选C
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NO.PZ2022061307000034问题如下 QuestionA market inx contains the following two securities:The totreturn on equal-weightebasis is closest to: A.–1.75%.B.2.78%.C.2.25%. SolutionC is correct. 老师,我可以这么算吗?答案一样
NO.PZ2022061307000034问题如下 QuestionA market inx contains the following two securities:The totreturn on equal-weightebasis is closest to: A.–1.75%.B.2.78%.C.2.25%. SolutionC is correct. 请问这里为什么要乘以✖️价格权重