NO.PZ2022010601000003
问题如下:
Use the information in the table below to answer this question (amounts are in Euros):
Use revaluing for large cash flows methodology (assuming “large” is defined as greater than 5%) to calculate the return on the portfolio in April, May, June, and the second quarter of 2021.
选项:
解释:
April:
RApr= (105,000 − 100,000)/100,000 = 5.00%
May:
RMay1- 17 = (112,000 − 105,000)/105,000 = 6.66%
RMay18- 31= (142,000 − 132,000)/132,000 = 7.58%
RMay1-31 = [(1 + 0.0666) × (1 + 0.0758)] − 1 = 14.74%
June:
RJune1- 20 == (150,000 − 142,000)/142,000 = 5.63%
RJune21- 30= (140,000 − 135,000)/135,000 = 3.7%
RJune1- 30= [(1 + 0.0563) × (1 + 0.0370)] − 1 = 9.54%
Quarter 2:
RQT2 = [(1 + 0.0500) × (1 + 0.1474) × (1 + 0.0954)] − 1 = 31.97%
如题,什么时候用modified dietz计算?