开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

玛卡巴卡 · 2022年02月12日

GIPS

NO.PZ2022010501000004

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 2019 using revaluing for large cash flows methodology (assume “large” is defined as greater than 5%).

解释:

January:

RJan= (208,000 − 200,000)/200,000 = 4.00%

February:

RFeb1- 15 = (217,000 − 208,000)/208,000 = 4.33%

RFeb16- 28= (263,000 − 257,000)/257,000 = 2.33%

RFeb1-28 = [(1 + 0.0433) × (1 + 0.0233)] − 1 = 6.76%

March:

RMar1- 21 == (270,000 − 263,000)/263,000 = 2.66%

RMar22- 31= (245,000 − 240,000)/240,000 = 2.08%

RMar1- 31= [(1 + 0.0266) × (1 + 0.0208)] − 1 = 4.80%

Quarter 1:

RQT1 = [(1 + 0.0400) × (1 + 0.0676) × (1 + 0.0480)] − 1 = 16.36%

这道题的计算和large有关系吗?这个计算方法是IRR吗?

2 个答案

伯恩_品职助教 · 2022年02月16日

嗨,努力学习的PZer你好:


所以这种题目需要先判断下现金流是否有超过5%,如果没有,就不考虑了?——是的

----------------------------------------------
虽然现在很辛苦,但努力过的感觉真的很好,加油!

伯恩_品职助教 · 2022年02月14日

嗨,努力学习的PZer你好:


这道题的计算和large有关系吗?——有的啊,40,000÷217,00=0.184>5%,所以是large,所以这里需要对现金流进行处理。

这个计算方法是IRR吗?——这里用的TWR的方法

----------------------------------------------
就算太阳没有迎着我们而来,我们正在朝着它而去,加油!

  • 2

    回答
  • 0

    关注
  • 400

    浏览
相关问题

NO.PZ2022010501000004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, anthe first quarter of 2019 using revaluing for large cash flows methology (assume “large” is finegreater th5%). January: RJan= (208,000 − 200,000)/200,000 = 4.00%February: RFeb1- 15 = (217,000 − 208,000)/208,000 = 4.33% RFeb16- 28= (263,000 − 257,000)/257,000 = 2.33% RFeb1-28 = [(1 + 0.0433) × (1 + 0.0233)] − 1 = 6.76%March: RMar1- 21 == (270,000 − 263,000)/263,000 = 2.66% RMar22- 31= (245,000 − 240,000)/240,000 = 2.08% RMar1- 31= [(1 + 0.0266) × (1 + 0.0208)] − 1 = 4.80%Quarter 1: RQT1 = [(1 + 0.0400) × (1 + 0.0676) × (1 + 0.0480)] − 1 = 16.36% 如题。 必须用mofieetz来算还是两个都可以?

2024-08-16 22:22 1 · 回答

NO.PZ2022010501000004 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, anthe first quarter of 2019 using revaluing for large cash flows methology (assume “large” is finegreater th5%). January: RJan= (208,000 − 200,000)/200,000 = 4.00%February: RFeb1- 15 = (217,000 − 208,000)/208,000 = 4.33% RFeb16- 28= (263,000 − 257,000)/257,000 = 2.33% RFeb1-28 = [(1 + 0.0433) × (1 + 0.0233)] − 1 = 6.76%March: RMar1- 21 == (270,000 − 263,000)/263,000 = 2.66% RMar22- 31= (245,000 − 240,000)/240,000 = 2.08% RMar1- 31= [(1 + 0.0266) × (1 + 0.0208)] − 1 = 4.80%Quarter 1: RQT1 = [(1 + 0.0400) × (1 + 0.0676) × (1 + 0.0480)] − 1 = 16.36% 老师,如果2月16日的现金流入从40000变为4000(即小于5%),进而使得2月16日的fair value post cash flow变为221000,其余条件都不变。请问二月份的收益率如何计算,谢谢老师

2024-07-12 08:51 1 · 回答

NO.PZ2022010501000004 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, anthe first quarter of 2019 using revaluing for large cash flows methology (assume “large” is finegreater th5%). January: RJan= (208,000 − 200,000)/200,000 = 4.00%February: RFeb1- 15 = (217,000 − 208,000)/208,000 = 4.33% RFeb16- 28= (263,000 − 257,000)/257,000 = 2.33% RFeb1-28 = [(1 + 0.0433) × (1 + 0.0233)] − 1 = 6.76%March: RMar1- 21 == (270,000 − 263,000)/263,000 = 2.66% RMar22- 31= (245,000 − 240,000)/240,000 = 2.08% RMar1- 31= [(1 + 0.0266) × (1 + 0.0208)] − 1 = 4.80%Quarter 1: RQT1 = [(1 + 0.0400) × (1 + 0.0676) × (1 + 0.0480)] − 1 = 16.36% revaluing for large cash flows methology 是老师上课讲的sub portfolio return 的方法吗?对这些方法的名字有些困惑,看这个描述我还以为这道题是让用Mofieetz做呢

2024-02-10 22:23 1 · 回答

NO.PZ2022010501000004 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, anthe first quarter of 2019 using revaluing for large cash flows methology (assume “large” is finegreater th5%). January: RJan= (208,000 − 200,000)/200,000 = 4.00%February: RFeb1- 15 = (217,000 − 208,000)/208,000 = 4.33% RFeb16- 28= (263,000 − 257,000)/257,000 = 2.33% RFeb1-28 = [(1 + 0.0433) × (1 + 0.0233)] − 1 = 6.76%March: RMar1- 21 == (270,000 − 263,000)/263,000 = 2.66% RMar22- 31= (245,000 − 240,000)/240,000 = 2.08% RMar1- 31= [(1 + 0.0266) × (1 + 0.0208)] − 1 = 4.80%Quarter 1: RQT1 = [(1 + 0.0400) × (1 + 0.0676) × (1 + 0.0480)] − 1 = 16.36% (assume “large” is finegreater th5%).这个是5%乘以多少?来判断增加的现金流是否符合标准呢?basis是哪个值

2023-09-01 17:12 2 · 回答

NO.PZ2022010501000004 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, anthe first quarter of 2019 using revaluing for large cash flows methology (assume “large” is finegreater th5%). January: RJan= (208,000 − 200,000)/200,000 = 4.00%February: RFeb1- 15 = (217,000 − 208,000)/208,000 = 4.33% RFeb16- 28= (263,000 − 257,000)/257,000 = 2.33% RFeb1-28 = [(1 + 0.0433) × (1 + 0.0233)] − 1 = 6.76%March: RMar1- 21 == (270,000 − 263,000)/263,000 = 2.66% RMar22- 31= (245,000 − 240,000)/240,000 = 2.08% RMar1- 31= [(1 + 0.0266) × (1 + 0.0208)] − 1 = 4.80%Quarter 1: RQT1 = [(1 + 0.0400) × (1 + 0.0676) × (1 + 0.0480)] − 1 = 16.36% 请问老师,Feb 16-28 0f return = (263000-40000-217000)/217000-1=2.76%,这样算为什么不对?书上的例题也是这样算的呀

2023-08-23 21:59 2 · 回答