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Jessy · 2021年07月25日

请把这道题的计算过程、公式，写清楚，谢谢！

  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.

老师，请把这道题的计算过程、公式写清楚，谢谢！

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Kiko_品职助教 · 2021年07月26日

嗨，从没放弃的小努力你好：


同学你好，这道题解析里公式显示有点问题，已经修改了~

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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

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