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aanna · 2018年06月04日

问一道题:NO.PZ2015122802000043 [ CFA I ]

问题如下图:

    

选项:

A.

B.

C.

解释:


为什么不能用 beg(10+20+30)/3=20  END (12+19+13)/3=20.333

(20.333-20)/20=0.0167?这种算法是针对PRICE-WEIGHTED?

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吴昊_品职助教 · 2018年06月05日

原版书上Price return of index的公式,加油~

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