沐沐的方盒 · 2022年02月06日
NO.PZ2015120604000055
问题如下：
The quarterly returns for FTSE 100 over the year 2016 were 8%, -5%, 3% and 1%. What is the quarterly geometric mean return for FTSE 100?
选项：
A.1.64%.
B.1.75%.
C.Not available, as negative observation exits.
解释：
A is correct
Geometric mean =(1.08*0.95*1.03*1.01)0.25 - 1 = 1.64%
如题
NO.PZ2015120604000055问题如下 The quarterly returns for FTSE 100 over the ye2016 were 8%, -5%, 3% an1%. Whis the quarterly geometric mereturn for FTSE 100? A.1.64%.B.1.75%.C.Not available, negative observation exits.A is correctGeometric me=(1.08*0.95*1.03*1.01)0.25 - 1 = 1.64%为什么开根号 不是加起来一年么 无需开根号吧
NO.PZ2015120604000055 问题如下 The quarterly returns for FTSE 100 over the ye2016 were 8%, -5%, 3% an1%. Whis the quarterly geometric mereturn for FTSE 100? A.1.64%. B.1.75%. C.Not available, negative observation exits. A is correctGeometric me=(1.08*0.95*1.03*1.01)0.25 - 1 = 1.64% 请问这一题括号里1.08*0.95*1.03*1.0是怎么求来的？
1.067348用计算器怎么开4次方
在TWRR章节中有提到，如果是已知一年中的4个季度的收益率，那么求年平均收益率TWRR不需要开根号，1+r=(1+r1)(1+r2)(1+r3)(1+r4)。为什么此处开了呢？可以把geometric mean看成是TWRR吗？
