NO.PZ2018062002000043
问题如下:
Ahern, an analyst from an investment company, recently gathered the following information for an equal-weighted index comprised of assets A, B, and C:
What is the price return of this index?
选项:
A. 2.7%.
B. 3.79%.
C. 9.69%.
解释:
B is correct.
The price return is the sum of each stock's weighted return. The return of A is ; the return of B is ; and the return of C is . Each asset is equal weighted in this index is ; therefore, the price return is .
考点:Methods of index construction
这道题让我们计算的是等权重构建方法下的指数的price return,所以我们首先要区分price return和total return,计算price return不需要包括期间的收益即股息。第二,这里是等权重的构建方法,等权重相当于每只股票买了相同的金额,那么我们就先计算每种股票的收益率再除以股票种类。
这种题目是否可以理解为,看见求price return首先可以排除div影响,然后看题目中是equalweighted还是pricedweighted,equal就用比率除以3,priced直接用价格和相除减1呢