Flying马 · 2023年10月15日
NO.PZ2022061307000047
问题如下：
Question
An equity index consists of three securities with market information as follows:
选项：
A.10.7%.
B.6.7%.
C.9.5%.
解释：
Solution
A is correct.
Calculation of Index and Return Based on Price-Weighted Method
老师 价格加权指数不是只考虑价格变化 不考虑分红吗？
王园圆_品职助教 · 2023年10月15日
同学你好，你记错了
price weighted index是一种指数构建的方式——指的是每个股票购买同样的股数的构建指数方式，同类的还有equal weighted index，fundamental weighted index等等别的指数构建方式
而指数的收益率有两种计算方式，一种是price return，一种是total return。price return不需要计算分红，而total return则需要考虑分红对整体收益的影响
本题问的是"price-weighted total return index",所以需要计算分红的影响
NO.PZ2022061307000047问题如下 Questionequity inx consists of three securities with market information follows:The price-weightetotreturn inx is closest to: A.10.7%.B.6.7%.C.9.5%. SolutionA is correct.Calculation of Inx anReturn Baseon Price-WeighteMetho用的哪个公式呀？凑字数凑字数凑字数
NO.PZ2022061307000047问题如下 Questionequity inx consists of three securities with market information follows:The price-weightetotreturn inx is closest to: A.10.7%.B.6.7%.C.9.5%. SolutionA is correct.Calculation of Inx anReturn Baseon Price-WeighteMetho为什么weight 是33.3%呢？不应该是5/8.5 2/8.5和1.5/8.5吗？
