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AgnesWu · 2021年05月31日

ETF计算在哪科哪章讲到的呢？

  1. CFA I
  2. Portfolio

NO.PZ2015121801000039

问题如下：

An investor evaluating the returns of three recently formed exchange-traded funds gathers the following information:

The ETF with the highest annualized rate of return is:

选项：

A.

ETF 1.

B.

ETF 2.

C.

ETF 3.

解释：

B  is correct.

The annualized rate of return for ETF 2 is 12.05% = (1.0110 52/5  )-1, which is greater than the annualized rate of ETF 1, 11.93% = (1.0461 365/ 146  )-1, and ETF 3, 11.32% = (1.1435 12/ 15  )-1. Despite having the lowest value for the periodic rate, ETF 2 has the highest annualized rate of return because of the reinvestment rate assumption and the compounding of the periodic rate.

ETF计算在哪科哪章讲到的呢？
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已采纳答案

丹丹_品职答疑助手 · 2021年05月31日

嗨，爱思考的PZer你好：


同学你好，本题考查的不是etf的计算而是关于期间收益率转化的计算，印象中固定收益中46章有讲解的

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加油吧，让我们一起遇见更好的自己！

AgnesWu · 2021年06月01日

谢谢，原来我还没学到固收

丹丹_品职答疑助手 · 2021年06月01日

嗨，爱思考的PZer你好：


好的，同学，后期有问题可以再问

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加油吧，让我们一起遇见更好的自己！

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