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mayduke · 2022年02月19日

第二年初的资产总额70之所以没有加上第一年的分红5,是因为第一年末的income不能累加到第二年初计算吗？

  1. CFA I
  2. Portfolio

NO.PZ2015120604000033

问题如下：

Tom buys one share of stock at $30 now, and one more shares at $35 after one year. At the end of year 1, the stock paid $5 dividend per share. At the end of t2, Tom sold 2 shares for $40 each. Calculate the time-weighted rate of return on this investment.

选项：

A.

9.88%.

B.

15.00%.

C.

23.13%.

解释：

C  is correct.

During the year1, the hoding return is (35 + 5) / 30 - 1= 33.33%,

During the year2, the hoding return is 80 / 70 - 1 = 14.29%

Time-weighted return = [(1.33)(1.14)]0.5 - 1 = 23.13%

NO.PZ2015120604000033

问题如下：

Tom buys one share of stock at $30 now, and one more shares at $35 after one year. At the end of year 1, the stock paid $5 dividend per share. At the end of t2, Tom sold 2 shares for $40 each. Calculate the time-weighted rate of return on this investment.

选项：

A.

9.88%.

B.

15.00%.

C.

23.13%.

解释：

C  is correct.

During the year1, the hoding return is (35 + 5) / 30 - 1= 33.33%,

During the year2, the hoding return is 80 / 70 - 1 = 14.29%

Time-weighted return = [(1.33)(1.14)]0.5 - 1 = 23.13%


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Kiko_品职助教 · 2022年02月19日

嗨，爱思考的PZer你好：


收益率是用收益比上成本算出来的，比如你在银行存了100块，期末收到120块，算收益率就要用120/100-1，这道题也一样，2时点的时候卖掉股票收到了80，这80块的收入是基于70这个成本算的，2时点的时候之所以能收到80，是因为1时点的时候手里有两只成本为35的股票，1时点手里的两只股票价值等于70，到2时点涨到了80，所以收益率是80/70-1。五块钱分红是1时点的收益，算进了0-1期间的收益率中，算1-2期间的收益率时是不应该考虑的。

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虽然现在很辛苦，但努力过的感觉真的很好，加油！

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NO.PZ2015120604000033问题如下 Tom bought one share of sto$30 time 0. the enof ye1, the stopai$5 vinper share anthen Tom bought one more share $35.the enof ye2, Tom sol2 shares for $40 each.Calculate the time-weighterate of return on this investment. A.9.88%.B.15.00%.C.23.13%.is correct.ring the year1, the hong return is (35 + 5) / 30 - 1= 33.33%,ring the year2, the hong return is 80 / 70 - 1 = 14.29%Time-weightereturn = [(1.33)(1.14)]0.5 - 1 = 23.13%​你好，问一下。 这个题是用在课程中学过的公式是〈（P1—P0）+I 〉/ P0 算对吧 ？ 〈 35—30+5〉/ 30 = 0.333333

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