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陈敬Chris · 2017年03月22日

问一道题:NO.PZ2015121801000038 [ CFA I ]

问题如下图:

    

选项:

A.

B.

C.

在过去的五年里,每年都投一笔钱,这样就要考虑现金流,那不就是money-weighted reture吗?

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源_品职助教 · 2017年03月22日


使用money-weighted return的前提条件是组合的管理者能够自用控制投资期内现金流发生的时间,但是这个投资中,投资人使用的是“BUY AND HOLD”的策略,这在一定程度上是限制了投资者对于现金流发生时间的控制能力的。所以C选项不合适。

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