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awen · 2023年09月01日

(assume “large” is defined as greater than 5%).

  1. CFA III
  2. GIPS

NO.PZ2022010501000004

问题如下：

Use the information in the following table to answer this question (amounts in €):


Calculate the rate of return for this portfolio for January, February, March, and the first quarter of 2019 using revaluing for large cash flows methodology (assume “large” is defined as greater than 5%).

选项：

解释：

January:

RJan= (208,000 − 200,000)/200,000 = 4.00%

February:

RFeb1- 15 = (217,000 − 208,000)/208,000 = 4.33%

RFeb16- 28= (263,000 − 257,000)/257,000 = 2.33%

RFeb1-28 = [(1 + 0.0433) × (1 + 0.0233)] − 1 = 6.76%

March:

RMar1- 21 == (270,000 − 263,000)/263,000 = 2.66%

RMar22- 31= (245,000 − 240,000)/240,000 = 2.08%

RMar1- 31= [(1 + 0.0266) × (1 + 0.0208)] − 1 = 4.80%

Quarter 1:

RQT1 = [(1 + 0.0400) × (1 + 0.0676) × (1 + 0.0480)] − 1 = 16.36%

(assume “large” is defined as greater than 5%).这个是5%乘以多少？来判断增加的现金流是否符合标准呢？basis是哪个值

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2 个答案

伯恩_品职助教 · 2023年09月03日

嗨，从没放弃的小努力你好：


像这个题客户追加了40000，和哪个数除，知道它大于5%——217000

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加油吧，让我们一起遇见更好的自己！

伯恩_品职助教 · 2023年09月01日

嗨，爱思考的PZer你好：


追加或者撤回资金时的市值

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努力的时光都是限量版，加油！

awen · 2023年09月02日

像这个题客户追加了40000，和哪个数除，知道它大于5%

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NO.PZ2022010501000004问题如下 Use the information in the following table to answer this question (amounts in €):Calculate the rate of return for this portfolio for January, February, March, anthe first quarter of 2019 using revaluing for large cash flows methology (assume “large” is finegreater th5%). January: RJan= (208,000 − 200,000)/200,000 = 4.00%February: RFeb1- 15 = (217,000 − 208,000)/208,000 = 4.33% RFeb16- 28= (263,000 − 257,000)/257,000 = 2.33% RFeb1-28 = [(1 + 0.0433) × (1 + 0.0233)] − 1 = 6.76%March: RMar1- 21 == (270,000 − 263,000)/263,000 = 2.66% RMar22- 31= (245,000 − 240,000)/240,000 = 2.08% RMar1- 31= [(1 + 0.0266) × (1 + 0.0208)] − 1 = 4.80%Quarter 1: RQT1 = [(1 + 0.0400) × (1 + 0.0676) × (1 + 0.0480)] − 1 = 16.36% 如题。 必须用mofieetz来算还是两个都可以？

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