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yukijiang · 2021年03月02日

为什么不减去1

NO.PZ2017092702000093

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%

我看数量里说当复利次数接近无穷次时,求ear的公式如下:连续复利的公式 1➕EAR=e^r,所以120/112相当于1➕EAR 吗
1 个答案

星星_品职助教 · 2021年03月02日

同学你好,

对的。

收益率=利润/初始投资,即收益率=(120-112)/112,这个形式转化一下就是120/112-1.

又因为收益率就是EAR。

所以联立后可得120/112-1=EAR,即你得出的形式“120/112=1+EAR”

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