问题如下:
Based on the information below, calculate the monthly return of the portfolio for September using the Modified Dietz Method. ($millions)
选项:
A.25%
B.28.04%
C.26.67%
解释:
B is correct.
考点:Modified Dietz Method
解析:首先计算weighting factor,
9月9日现金流的weighting factor=(30-9)/30=0.7
9月20日现金流的weighting factor=(30-20)/30=0.33
The sum of weighted cash flows=0.7*(-16)+0.33*5=-9.55
我的公式是(99-5+16-88)/(88-16*21/30+5*10/30) ,答案里的588是啥