NO.PZ2015122802000045
问题如下:
An analyst gathers the following information for a price-weighted index comprised of securities ABC, DEF, and GHI:
The price return of the index is:
选项:
A.–4.6%.
B.–9.3%.
C.–13.9%.
解释:
B is correct.
The price return of the price-weighted index is the percentage change in price of the index: (68 –75)/75 = –9.33%.
考点:价格加权指数计算price return
这道题原解析已经很清晰了,只要注意我们这里计算的是price return,所以不需要考虑期间收益。
所以想问一下,如果是分别计算r1,r2,r3的话,就是equal weighted 的计算方法了么?谢谢老师