问题如下图:
选项:
A.
B.
C.
解释:
不清楚ABC的股数是怎么求出来的
NO.PZ2015122802000051问题如下analyst gathers the following ta for equally-weighteinx:The return on the inx over the periois:A.4.2%.B.6.8%.C.7.1%. is correct.With equal-weighteinx, the same amount is investein easecurity. Assuming $1,000 is investein eaof the three stocks, the inx value is $3,000 the beginning of the perioanthe following number of shares is purchasefor eastock:Security 50 sharesSecurity 20 sharesSecurity 38.46 shares.Using the prices the beginning of the periofor easecurity, the inx value the enof the periois$3,213.8: ($22 × 50) + ($48 × 20) + ($30 × 38.46). The prireturn is $3,213.8/$3,000 – 1 = 7.1%.考点等权重指数计算收益率等权重有两种思路来计算,一种方式也是李老师上课讲的(直接计算收益率之和除以3)。还有一种就是这道题的思路,它是从等权重最本源的含义出发的假设每只股票买相同的金额,因此每只股票在指数中的权重是相等的。两种方法的结果是一致的。但解析做法没有咱们上课讲的直接计算收益率之和除以3简便。简单说一下,假设每只股票没相同的金额1000, 因此期初三只股票价值=1000*3=3000(这只是题目假设,可以是任意金额,10,100,1000任何数字都可以),那么期初A股票可以买1000/20=50只,B可以买20只,C可以买38.46只股票。到了期末由于三只股票价格发生变化,A价值=50*22=1100,B价值=20*48=960, C价值=38.46*30=1153.8,所以期末三只股票的价值=1100+960+1153.8=3213.8因此该股指的收益率就等于期末价值除以期初价值减1= $3213.8/$3,000 – 1 =7.1%. 李老师的方法怎么计算?能列一下公式吗
NO.PZ2015122802000051问题如下 analyst gathers the following ta for equally-weighteinx:The return on the inx over the periois:A.4.2%.B.6.8%.C.7.1%. is correct.With equal-weighteinx, the same amount is investein easecurity. Assuming $1,000 is investein eaof the three stocks, the inx value is $3,000 the beginning of the perioanthe following number of shares is purchasefor eastock:Security 50 sharesSecurity 20 sharesSecurity 38.46 shares.Using the prices the beginning of the periofor easecurity, the inx value the enof the periois$3,213.8: ($22 × 50) + ($48 × 20) + ($30 × 38.46). The prireturn is $3,213.8/$3,000 – 1 = 7.1%.考点等权重指数计算收益率等权重有两种思路来计算,一种方式也是李老师上课讲的(直接计算收益率之和除以3)。还有一种就是这道题的思路,它是从等权重最本源的含义出发的假设每只股票买相同的金额,因此每只股票在指数中的权重是相等的。两种方法的结果是一致的。但解析做法没有咱们上课讲的直接计算收益率之和除以3简便。简单说一下,假设每只股票没相同的金额1000, 因此期初三只股票价值=1000*3=3000(这只是题目假设,可以是任意金额,10,100,1000任何数字都可以),那么期初A股票可以买1000/20=50只,B可以买20只,C可以买38.46只股票。到了期末由于三只股票价格发生变化,A价值=50*22=1100,B价值=20*48=960, C价值=38.46*30=1153.8,所以期末三只股票的价值=1100+960+1153.8=3213.8因此该股指的收益率就等于期末价值除以期初价值减1= $3213.8/$3,000 – 1 =7.1%. 50shares是什么意思,为什么我不能用表格里给的300呢
NO.PZ2015122802000051问题如下analyst gathers the following ta for equally-weighteinx:The return on the inx over the periois:A.4.2%.B.6.8%.C.7.1%. is correct.With equal-weighteinx, the same amount is investein easecurity. Assuming $1,000 is investein eaof the three stocks, the inx value is $3,000 the beginning of the perioanthe following number of shares is purchasefor eastock:Security 50 sharesSecurity 20 sharesSecurity 38.46 shares.Using the prices the beginning of the periofor easecurity, the inx value the enof the periois$3,213.8: ($22 × 50) + ($48 × 20) + ($30 × 38.46). The prireturn is $3,213.8/$3,000 – 1 = 7.1%.考点等权重指数计算收益率等权重有两种思路来计算,一种方式也是李老师上课讲的(直接计算收益率之和除以3)。还有一种就是这道题的思路,它是从等权重最本源的含义出发的假设每只股票买相同的金额,因此每只股票在指数中的权重是相等的。两种方法的结果是一致的。但解析做法没有咱们上课讲的直接计算收益率之和除以3简便。简单说一下,假设每只股票没相同的金额1000, 因此期初三只股票价值=1000*3=3000(这只是题目假设,可以是任意金额,10,100,1000任何数字都可以),那么期初A股票可以买1000/20=50只,B可以买20只,C可以买38.46只股票。到了期末由于三只股票价格发生变化,A价值=50*22=1100,B价值=20*48=960, C价值=38.46*30=1153.8,所以期末三只股票的价值=1100+960+1153.8=3213.8因此该股指的收益率就等于期末价值除以期初价值减1= $3213.8/$3,000 – 1 =7.1%. 老师这道题目跟老师基础班讲义184页是一样的题目呀,为什么不按照上课讲的方法算呢,先算ra,rb,rc。方法上有什么不同吗?
NO.PZ2015122802000051问题如下 analyst gathers the following ta for equally-weighteinx:The return on the inx over the periois:A.4.2%.B.6.8%.C.7.1%. is correct.With equal-weighteinx, the same amount is investein easecurity. Assuming $1,000 is investein eaof the three stocks, the inx value is $3,000 the beginning of the perioanthe following number of shares is purchasefor eastock:Security 50 sharesSecurity 20 sharesSecurity 38.46 shares.Using the prices the beginning of the periofor easecurity, the inx value the enof the periois$3,213.8: ($22 × 50) + ($48 × 20) + ($30 × 38.46). The prireturn is $3,213.8/$3,000 – 1 = 7.1%.考点等权重指数计算收益率等权重有两种思路来计算,一种方式也是李老师上课讲的(直接计算收益率之和除以3)。还有一种就是这道题的思路,它是从等权重最本源的含义出发的假设每只股票买相同的金额,因此每只股票在指数中的权重是相等的。两种方法的结果是一致的。但解析做法没有咱们上课讲的直接计算收益率之和除以3简便。简单说一下,假设每只股票没相同的金额1000, 因此期初三只股票价值=1000*3=3000(这只是题目假设,可以是任意金额,10,100,1000任何数字都可以),那么期初A股票可以买1000/20=50只,B可以买20只,C可以买38.46只股票。到了期末由于三只股票价格发生变化,A价值=50*22=1100,B价值=20*48=960, C价值=38.46*30=1153.8,所以期末三只股票的价值=1100+960+1153.8=3213.8因此该股指的收益率就等于期末价值除以期初价值减1= $3213.8/$3,000 – 1 =7.1%. 如题,5,20,38.46是哪里来的?
6.8%. 7.1%. C is correct. With equal-weighteinx, the same amount is investein easecurity. Assuming $1,000 is investein eaof the three stocks, the inx value is $3,000 the beginning of the perioanthe following number of shares is purchasefor eastock: Security 50 shares Security 20 shares Security 38.46 shares. Using the prices the beginning of the periofor easecurity, the inx value the enof the periois $3,213.8: ($22 × 50) + ($48 × 20) + ($30 × 38.46). The prireturn is $3,213.8/$3,000 – 1 = 7.1%.我实在是不明白了,为什么equal-weighte的题目是用算数平均,有的用几何平均,看题目也没什么区别啊,比如pz2015122802000043就是几何平均