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初阳二九 · 2022年11月04日

疑问

NO.PZ2018062016000093

问题如下:

The stocks of AAA company have a changing closing price over the last 3 month:

From May to July, the continuously compounded return of AAA company's stocks is:

选项:

A.

18.61%

B.

17.34%

C.

16.89%

解释:

A is correct. Based on definition, for a certain period, the continuously compounded return = the natural log of the period’s change. So we can calculate that: ln(159/132) = 18.61%

1.ppt上的s1/s0=eʳ,但是这里是只有三个月而不是一年,为什么eʳ不用总体再1/4次方(即三个月),r是年名义利率(投资率) 2.题目所求的continuously compounding rate翻译成中文是求什么?

1 个答案

星星_品职助教 · 2022年11月04日

同学你好,

本题提问重复了,参照上一题的回复即可。

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