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孟繁敏 · 2018年06月25日

问一道题：NO.PZ2015121801000039 [ CFA I ]

  1. CFA I
  2. Portfolio

问题如下图：老师您好，5个星期难道不是要换算成天数么，这样的话，第二个组合应该是1.011*360/35次方再减1=11.91%啊？这样比组合1小啊

选项：

A.

B.

C.

解释：

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2 个答案

maggie_品职助教 · 2018年06月25日

同学，这里已经是周化的收益率（不是天化的收益率不能按你的方法计算），直接求年化（一年52个星期）即可。这些换算都是比较常见的，建议好好理解一下。加油。

吴昊_品职助教 · 2018年06月25日

annualized rate of return是年化收益率，题目让我们就是从持有期收益率往年化收益率做转换。

题目中给我们的星期，我们就用星期来年化，给的是月份就用月份来年化。因为每个星期的天数是不一定的，比方遇到节假日，双休日等等。所以五个星期并不代表就是35天。

加油~


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