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CFApipa · 2022年09月18日

请教老师这个公式在基础讲义哪一章哪一页?

NO.PZ2015121801000138

问题如下:

An analyst observes the following historic geometric returns:

The risk premium for corporate bonds is closest to:

选项:

A.

3.5%

B.

3.9%

C.

4.0%

解释:

B is correct. (1 + 0.0650)/(1 + 0.0250) – 1 = 3.9%

请教老师这个公式在基础讲义哪一章哪一页?

1 个答案

Kiko_品职助教 · 2022年09月19日

嗨,爱思考的PZer你好:


基础班讲义应该是没有对应一模一样的公式,几何平均的计算是在数量里学的。组合里面一般情况下,求risk premium的话我们是要按照几何平均,这个最精确,如果找不到答案才用减法

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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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