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%.
RT