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2023fkbg · 2023年09月27日

如果连续复利求收益率

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问题如下:

A financial analyst is examing the change of the price of stock A, last year is $45, this year is 77, what is most likely correct?

选项:

A.

the continuously compounded rate of return is 53.71%

B.

the continuously compounded rate of return is 71.11%

C.

the continuously compounded rate of return is 43.32%

解释:

A is correct. the continuously compounded rate of return is ln(77/45)=0.5371.

如果连续复利求收益率,只求3个月的连续复利,是乘以e的四分之三r次方吗

1 个答案

星星_品职助教 · 2023年09月27日

同学你好,

连续复利求的是 两个价格之间那段时间所对应的连续复利。r直接等于Ln(三个月末结束时的价格/三个月开始时的价格)即可。不需要再做调整。