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HL · 2022年02月09日

连续复利知识点

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问题如下:

A financial analyst is examining whether a two years price of stock A, last year is $45, this year is 77, what is most likely correct?

选项:

A.

the continuously compounded rate of return is 53.71%

B.

the continuously compounded rate of return is 71.11%

C.

the continuously compounded rate of return is 43.32%

解释:

A is correct. the continuously compounded rate of return is ln(77/45)=0.5371.

能讲一下Ln(77/45)、(77-45)/45分别适用的情况吗?还有别的收益率算法吗?

1 个答案
已采纳答案

星星_品职助教 · 2022年02月09日

同学你好,

Ln(77/45)为连续复利下的the continuously compounded rate of return;

(77-45)/45为这只股票在持有期内的holding period return(HPR);

其余例如geometric mean return等都需要根据具体的题目要求来判断。