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Will820L · 2020年02月28日

问一道题:NO.PZ2015122802000044

问题如下:

An analyst gathers the following information for an equal-weighted index comprised of assets Able, Baker, and Charlie:

The total return of the index is:

选项:

A.

5.0%.

B.

7.9%.

C.

11.4%.

解释:

C  is correct.

The total return of an index is calculated on the basis of the change in price of the underlying securities plus the sum of income received or the sum of the weighted total returns of each security. The total return of Able is 27.5 percent; of Baker is 0 percent; and of Charlie is 6.7 percent:

Able: (12  10 + 0.75)/10 = 27.5%

Baker: (19  20 + 1)/20 = 0%

Charlie: (30  30 + 2)/30 = 6.7%

An equal-weighted index applies the same weight (1/3) to each security’s return; therefore, the total return =1/3 × (27.5% + 0% + 6.7%) = 11.4%.

[(12 – 10 + 0.75) + (19 – 20 + 1)+(30 – 30 + 2)] / (10+20+30) 这样直接相加算出来是7.9%,看了很久没弄懂自己思路哪里错了,希望可以解析一下,谢谢

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已采纳答案

maggie_品职助教 · 2020年02月29日

嗨,从没放弃的小努力你好:


因为你的方法不是在计算等权重指数的收益率,而是在价格加权指数。等权重指数的计算方法李老师上课有详细的讲解和这道题的计算是一样,我看你报的是全线班,请先去听下课再来做题吧。


-------------------------------
虽然现在很辛苦,但努力过的感觉真的很好,加油!


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NO.PZ2015122802000044问题如下 analyst gathers the following information for equal-weighteinx compriseof assets Able, Baker, anCharlie:The totreturn of the inx is:A.5.0%.B.7.9%.C.11.4%. is correct.The totreturn of inx is calculateon the basis of the change in priof the unrlying securities plus the sum of income receiveor the sum of the weightetotreturns of easecurity. The totreturn of Able is 27.5 percent; of Baker is 0 percent; anof Charlie is 6.7 percent:Able: (12 – 10 + 0.75)/10 = 27.5%Baker: (19 – 20 + 1)/20 = 0%Charlie: (30 – 30 + 2)/30 = 6.7%equal-weighteinx applies the same weight (1/3) to easecurity’s return; therefore, the totreturn =1/3 × (27.5% + 0% + 6.7%) = 11.4%.考点Metho of inx construction这道题让我们计算的是等权重构建方法下的指数的totreturn,所以我们首先要区分prireturn和totreturn,计算totreturn需要包括期间的收益即股息。第二,这里是等权重的构建方法,等权重相当于每只股票买了相同的金额,那么我们就先计算每种股票的收益率再除以股票种类。 那些是需要考虑v哪些不需要哇

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