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Gogo冲 · 2022年04月12日

什么时候用modified dietz公式

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?

1 个答案

伯恩_品职助教 · 2022年04月12日

嗨,爱思考的PZer你好:


仅限cash flow小于large的时候才能用,这个large具体多少由公司自己定义。这个题定义的是5%

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