NO.PZ2024061801000075
问题如下:
Assuming a portfolio has the following asset returns: 6%, 2%, 8%, –3%, what is the realized portfolio return?
选项:
A.
3.16%.
B.
3.25%.
C.
4.72%.
D.
4.75%.
解释:
A Realized portfolio return = (1.06 × 1.02 × 1.08 × 0.97)1/4 – 1 = 3.16%
没看懂是怎么算的 老师能指点一下嘛