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