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粉红豹 · 2019年01月27日

问一道题:NO.PZ2018123101000027

问题如下图:

    

选项:

A.

B.

C.

解释:


请教老师:这的total return难道不是holding period return的意思吗?为何还需要年化?

题目中哪里要求是年化的了呀?

1 个答案
已采纳答案

吴昊_品职助教 · 2019年01月27日

何老师上课中举的例题(讲义P22页)那道题中投资期是一年,所以算的是持有期收益率,不需要年化。
而本题的投资期为2年,先算持有期收益率,再年化(1+EAR)^2=1+HPR,求得EAR。

加油~

粉红豹 · 2019年01月27日

这类题目都是默认需要年化的吗?

吴昊_品职助教 · 2019年01月28日

对的,因为是复利计算

lubin_626 · 2019年04月20日

想问一下 这是基础课哪节课的内容

吴昊_品职助教 · 2019年04月20日

基础课R34:active bond portfolio management---riding the yield curve。

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2024-04-24 16:50 1 · 回答

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2023-10-30 23:53 1 · 回答

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2023-09-17 00:08 1 · 回答

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