问题如下:
An analyst observes the following annual rates of return for a hedge fund:
The hedge fund’s annual geometric mean return is closest to:
选项:
A. 0.52%.
B. 1.02%.
C. 2.67%.
解释:
A is correct.
[(1 + 0.22)(1-0.25)(1 + 0.11)]1/3 -1 = 0.0052 = 0.52%
可以这样算吗?(1+0.22)*(1-0.25)*(1+0.11)=(1+R)^3 计算器怎样可以算出R?