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bob · 2020年06月20日

老师问一道题:NO.PZ2018070201000039 [ CFA I ]

问题如下:

Which of the following recently funded exchange-traded funds has the highest annualized rate of return?

选项:

A.

ETF A.

B.

ETF B

C.

ETF C.

解释:

B is correct.

Annualized rate of return of ETF A is 11.3% = (1.045 365/ 150  )-1

Annualized rate of return of ETF B is 16.8% = (1.012 52/4  )-1

Annualized rate of return of ETF C is 8.4% = (1.144 12/ 20 )-1

So, ETF B has the highest annualized return, despite having the lowest value for the periodic rate.

老师,看答案的计算过程没理解用哪个公式?

1 个答案

丹丹_品职答疑助手 · 2020年06月21日

嗨,爱思考的PZer你好:


同学你好,这个是将收益率的一个转化,应该是一级固定收益部分的内容,只是因为涉及etf部分,所以学科之间融合了一下。

比如题干中,因为A是持有期150天实现收益4.5%。B是四周实现1.2% C是20个月实现14.4%,这几个收益率都只是持有期期间收益率,需要都转化为同一个期间才可比,通常我们转化为年化收益率。


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