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

chuziyang · 2022年04月19日

如何確定公式

NO.PZ2018062016000104

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.

請問如何要判斷使用連續複利公式,之前做題時沒有判斷出該用哪個公式,謝謝。

1 个答案
已采纳答案

星星_品职助教 · 2022年04月19日

同学你好,

“ continuously compounded rate of return”只有这一个公式: continuously compounded rate of return=Ln(End price/Beginning price)

看到题干里要计算“ continuously compounded rate of return”,又给了一堆价格后,就可以直接这么去做。