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EvanWu · 2021年09月29日

GIPS考计算吗?

NO.PZ2016031101000006

问题如下:

Use the information in the following table to answer this question (amounts in €):

Calculate the rate of return for this portfolio for January, February, March, and the first quarter of 1998 using revaluing for large cash flows methodology (assume "large" is defined as greater than 5%).

选项:

解释:

January:

RJan=(208,000200,000)/200,000=4.00%R_{Jan}=(208,000-200,000)/200,000=4.00\%

February:

lRFeb115=(217,000208,000)/208,000=4.33%RFeb1628=(263,000257,000)/257,000=2.33%RFeb128=[(1+0.0433)×(1+0.0233)]1=6.76%  {l}R_{Feb1-15}=(217,000-208,000)/208,000=4.33\%\\R_{Feb16-28}=(263,000-257,000)/257,000=2.33\%\\R_{Feb1-28}=\lbrack{(1+0.0433)}\times{(1+0.0233)}\rbrack-1=6.76\%\\\;

March:

lRMar121=(270,000263,000)/263,000=2.66%RMar2231=(245,000240,000)/240,000=2.08%RMar131=[(1+0.0266)×(1+0.0208)]1=4.80%{l}R_{Mar1-21}=(270,000-263,000)/263,000=2.66\%\\R_{Mar22-31}=(245,000-240,000)/240,000=2.08\%\\R_{Mar1-31}=\lbrack{(1+0.0266)}\times{(1+0.0208)}\rbrack-1=4.80\%

Quarter 1:

                             RQT1=[(1+0.0400)×(1+0.0676)×(1+0.0480)]1=16.36%R_{QT1}=\lbrack{(1+0.0400)}\times{(1+0.0676)}\times{(1+0.0480)}\rbrack-1=16.36\%

 (See Section 3.3 of the reading.)

没记得何老师说过会考计算吧?

1 个答案

伯恩_品职助教 · 2021年09月30日

嗨,爱思考的PZer你好:


同学你好,一定要相信协会会考计算的。只要协会要求的一定会考。而且GIPS的计算不难,真的真的真的要掌握!!!

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虽然现在很辛苦,但努力过的感觉真的很好,加油!