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PaisleyPPx · 2019年10月30日

问一道题:NO.PZ2018062002000043

问题如下:

Ahern, an analyst from an investment company, recently gathered the following information for an equal-weighted index comprised of assets A, B, and C:

What is the price return of this index?

选项:

A.

2.7%.

B.

3.79%.

C.

9.69%.

解释:

The price return is the sum of each stock's weighted return. The return of A isfrac1088=25%frac{\displaystyle10-8}{\displaystyle8}=25\% ; the return of B isfrac192222=13.64%frac{\displaystyle19-22}{\displaystyle22}=-13.64\% ; and the return of C isfrac252525=0%frac{\displaystyle25-25}{\displaystyle25}=0\% . Each asset is equal weighted in this index is frac13frac13; therefore, the price return is frac25%+(13.64%)+03=3.79%frac{\displaystyle25\%+(-13.64\%)+0}{\displaystyle3}=3.79\%.

老师,题目这种方法是equal-weight index吧

1 个答案

maggie_品职助教 · 2019年10月31日

是啊,因为这道题题干已经写明让你计算等权重的price return.


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