问题如下:
A portfolio consists of 100 shares worth USD 20 each and 200 shares worth USD 30 each. What is the change in the value of the portfolio (in USD) as a function of the change in share prices (in USD)?
选项:
解释:
△P=100×△S1+200×△S2 where S1and S2 are the stock prices and P is the portfolio value.
请问 为啥不用 20×100/20×100+30×200作为第一个的权重,用30×200/20×100+30×200作为第二个的权重来计算呢?