NO.PZ2015122802000046
问题如下:
An analyst gathers the following information for a market-capitalization-weighted index comprised of securities MNO, QRS, and XYZ:
The price return of the index is:
选项:
A.
–9.33%.
B.
–10.23%.
C.
–13.90%.
解释:
B is correct.
The price return of the index is (48,250,000 – 53,750,000)/53,750,000 = –10.23%.
考点:市值加权指数计算price return
这道题原解析已经很清晰了,只要注意我们这里计算的是price return,所以不需要考虑期间收益。
根据公示,按照市值计算,不是应该v1/v0 x base year value吗