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ziduozhixia · 2021年09月23日

如果计算年复利

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%

资产在一段时间内的连续复合回报等于期间变化的自然对数。 在本题中:ln(120/112) = 6.90%

如题,答案算法为持有期连续复利,如果计算年复利,怎么计算呢

1 个答案

星星_品职助教 · 2021年09月24日

同学你好,

①这种题目不会考察年复利。

②年复利的算法是先用 (120-112)/112得到HPR,然后将HPR复利年化,即乘方 365/15 次方

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