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NO.PZ2018070201000039

问题如下：

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

选项：

ETF A.

ETF B

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.

没看懂解释，11.3% = (1.045 )-1 这三个式子是不是缺少内容？。。为什么直接用题干里给的return算，这个是年化的，不用转换吗？那相当于前面给的time数字是无效条件？这个知识点在哪里啊。。我就列出来了下面这个公式，然后要怎么计算比较鸭？

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丹丹_品职答疑助手 · 2021年03月21日

嗨，爱思考的PZer你好：

同学你好，注意到1.045=（1+4.5%），其年化的过程在其次方上，即（365/150）这里。不知道是否是同学你页面展示问题。

注意我们在收益率转化过程中，除非是libor这种业界惯例用单利的情况，其他时候都是复利，请知悉

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虽然现在很辛苦，但努力过的感觉真的很好，加油！

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