NO.PZ2020011303000067
问题如下:
A portfolio consists of 100 shares worth USD 20 each and 200 shares worth USD 30 each. What is the change in the value of the portfolio (in USD) as a function of the returns (i.e., the percentage change in share prices)?
解释:
△P=2000×△r1+6000×△r2,where r1and r2 are the returns on the stocks.
题目问:一个组合P有100只A股票,每只20$,200只B股票,每只30$,求股票组合的价格变化公式(function of thereturns)?
△P=2000×△rA+6000×△rB
这个和上一题有什么区别?