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🌊Yuri🌊 · 2023年09月09日

NO.PZ2022123001000008

问题如下:

The price of a stock at t = 0 is $208.25 and at t = 1 is $186.75. The continuously compounded rate ofreturn for the stock from t = 0 to t = 1 is closest to:

选项:

A.–10.90% B.–10.32% C.11.51%

解释:

The continuously compounded return from t = 0 to t = 1 is r0,1 = ln(S1/S0) = ln(186.75/208.25) = –0.10897 = –10.90%.

我为什么怎么算都是b? 我用186.75=208.25(1+x)算出来是选项b

或者我用186.75-208.25/186.75算出来怎么也是选项b?哪里出了问题

1 个答案

星星_品职助教 · 2023年09月11日

同学你好,

本题为计算continuously compounded rate of return。公式为r=Ln(End price / beginning price)。