Yvonne0719 · 2024年09月20日
NO.PZ2023040301000062
问题如下：
An equity index consists of three securities with market information as follows:
The price-weighted total return index is closest to:
选项：
A.10.7%
9.5%
6.7%
解释：
BOP = Beginning of period
EOP = Ending of period
请问这样算是哪里出错了：9.5+1-10/10=0.05，21.5+0.8-20/20=0.115，33+0.6-30/30=0.12，分别算出每一个的增长率，再加到一起，思路也是每个都买一股，但是算出来答案和解析不同，搞不懂错在哪里了
王园圆_品职助教 · 2024年09月20日
同学你好，你这个思路不是计算的price weighed index的收益率, 而是计算的equal weighted index的收益率
price weighted的收益率计算方式必须是：期初value = 期初每个股票的股价相加之和
期间收益 = 期间每个股票分红的和
期末value = 期末每个股票的股价之和
total return = （期末 value + 期间收益 - 期初value）/期初value
而你这个计算思路是分别计算每个股票的收益率，最后把所有收益率加总再平均，是求equal weighted index的收益率的思路，equal weighted 这种计算思路的推导过程如下
NO.PZ2023040301000062 问题如下 equity inx consists of three securities with market information follows:The price-weightetotreturn inx is closest to: A.10.7% B.9.5% C.6.7% BOP = Beginning of perio EOP = Enng of perio 这个题目能直接 (0.5+1.5+0.8+3.6)/60 吗，就是分子分母都不除3，来算pritotreturn
NO.PZ2023040301000062 问题如下 equity inx consists of three securities with market information follows:The price-weightetotreturn inx is closest to: A.10.7% B.9.5% C.6.7% BOP = Beginning of perio EOP = Enng of perio 不太明白priweighte怎么算的
NO.PZ2023040301000062 问题如下 equity inx consists of three securities with market information follows:The price-weightetotreturn inx is closest to: A.10.7% B.9.5% C.6.7% BOP = Beginning of perio EOP = Enng of perio 为什么要把分红加上
