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Jine · 2020年02月04日

问一道题:NO.PZ2015120604000032 [ CFA I ]

C01为啥等于-30?问题如下图:

选项:

A.

B.

C.

解释:

Jine · 2020年02月09日

又仔细看了一下题目,第一年年末35,第一年年末分红,所以是现金流之和为30

1 个答案

星星_品职助教 · 2020年02月04日

同学你好,

C01的时候是两笔现金流的和,35新买的一只股,和收到的5 dividend,-35+5= - 30.

Jine · 2020年02月09日

谢谢回答。另外,其实为啥这笔现金流不是分2比呢,年初35,年末5,是由于现金流只能发生在年末吗?

星星_品职助教 · 2020年02月09日

买35的时点是“after one year”,所以和5$的dividend是在一个时点上的,都是第一年末。年初的购买的股票成本是30(“now”)

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