NO.PZ2018062016000104
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