老师，这道题可以直接排除法选money吗，g和t是一样的.

NO.PZ2023052302000006

问题如下：

A fund receives investments at the beginning of each year and generates returns for three years as follows:

Which return measure over the three-year period is negative?

选项：

Geometric mean return

Time-weighted rate of return

Money-weighted rate of return

解释：

C is correct. The money-weighted rate of return considers both the timing and amounts of investments into the fund. To calculate the money-weighted rate of return, tabulate the annual returns and investment amounts to determine the

cash flows.

Solving for IRR results in a value of IRR = −2.22 percent.

Note that A and B are incorrect because the time-weighted rate of return (TWR) of the fund is the same as the geometric mean return of the fund and is positive:

所以，我就直接选m（不知道算取巧不）

添加评论

1 个答案

品职助教_七七 · 2024年09月19日

嗨，努力学习的PZer你好：

可以的。考试如果有类似的情况也这样做，可以直接快速选出答案。

----------------------------------------------
努力的时光都是限量版，加油！

添加评论

1
回答
0
关注
90
浏览

我要回答关注问题

相关问题

NO.PZ2023052302000006 问题如下 A funreceives investments the beginning of eayeangenerates returns for three years follows:Whireturn measure over the three-yeperiois negative? A.Geometric mereturn B.Time-weighterate of return C.Money-weighterate of return C is correct. The money-weighterate of return consirs both the timing anamounts of investments into the fun To calculate the money-weighterate of return, tabulate the annureturns aninvestment amounts to termine thecash flows. Solving for IRR results in a value of IRR = −2.22 percent.Note thA anB are incorrebecause the time-weighterate of return (TWR) of the funis the same the geometric mereturn of the funanis positive: 我用计算器CF算出来的NPV是-1090，然后用-1090/44290=-0.0246. 和答案2.2%不同，请问这是小数点问题吗，还是我哪里出错了。CF0=-1000CF1=-2850CF2=-40440CF3=43200npv=-1090谢谢

2024-09-29 22:14 1 · 回答

2024-06-06 22:39 1 · 回答