NO.PZ2023040301000070
问题如下：
An analyst gathers the following information for an equal-weighted index comprised of assets Able, Baker, and Charlie:
The total return of the index is:
选项：
A.
5.0%
B.
7.9%
C.
11.4%
解释：
The total return of an index is calculated on the basis of the change in price of the underlying securities plus the sum of income received or the sum of the weighted total returns of each security. The total return of Able is 27.5 percent; of Baker is 0 percent; and of Charlie is 6.7 percent:
Able: (12 — 10 + 0.75)/10 = 27.5%
Baker: (19 — 20 + 1)/20 = 0%
Charlie: (30 — 30 + 2)/30 = 6.7%
An equal-weighted index applies the same weight (1/3) to each security's return; therefore, the total return = 1/3 X (27.5% + 0% + 6.7%) = 11.4%.
什么样的指数计算权重时可以先加总再计算return？
