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小玖呀 · 2018年12月27日

问一道题:NO.PZ2018062016000093 [ CFA I ]

问题如下图:没明白这道题考的什么知识点

选项:

A.

B.

C.

解释:

1 个答案

菲菲_品职助教 · 2018年12月28日

同学你好,其实这题考的是连续复利的公式。

由这个公式我们可以推导出r=ln(FV/PV)。此题中FV=159,PV=132,所以r=ln(FV/PV)=ln(159/132)=18.61%.

 

淡淡2 · 2019年12月15日

老师您好 请问一下 这个e的指数不是nr嘛 这个n 不是2 嘛 连续复利了两个月,不用将结果再除以2嘛?谢谢老师

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