NO.PZ2023040301000071
问题如下:
An analyst gathers the following information for a price-weighted index comprised of securities ABC, DEF, and GHI:
Beginning of End of Period Total
Security Period Price (€) Price (€) Dividends (€)
ABC 25.00 27.00 1.00
DEF 35.00 25.00 1.50
GHI 15.00 16.00 1.00
选项:
A.-4.6%
-9.3%
-13.9%
解释:
The price return of the price-weighted index is the percentage change in price of the index: (68 -75)/75 = -9.3%.
Beginning of End of Period
Security Period Price (f) Price (f)
ABC 25.00 27.00
DEF 35.00 25.00
GHI 15.00 16.00
TOTAL 75.00 68.00
然后price return又是加总在一起算?