问题如下:
The weekly closing prices of Mordice Corporation shares are as follows:
The continuously compounded return of Mordice Corporation shares for the period August 1 to August 15 is closest to:
选项:
A.6.90%
B.7.14%
C.8.95%
解释:
A is correct.
The continuously compounded return of an asset over a period is equal to the natural log of period’s change. In this case: ln(120/112) = 6.90%
老师,请问这样算出来的r不是年化收益率吗?不用再转化成8.1至8.15日这段期间的利率吗?