问题如下:
Analysts collected the following information:
Please calculate the value added for the portfolio:
选项:
A.2.3%
B.0.45%
C.1.45%
解释:
C is correct.
考点:这道题考察的是value added 的计算公式RA=RP-RB
解析:那我们先算组合的回报率:
RP=0.45(0.12)+0.25(0.15)+0.3(0.07)=11.25%
然后再算基准的回报率:
RB=0.5(0.1)+0.2(0.12)+0.3(0.08)=9.8%
Value added=11.25%-9.8%=1.45%
老师,这道题如果用-0.05*0.1+0.06*0.12,答案怎么不一样啊?