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Diana · 2023年02月03日

这道题用计算器是这么做吗？

  1. CFA I
  2. Portfolio

NO.PZ2015120604000033

问题如下：

Tom buys one share of stock at $30 now, and one more shares at $35 after one year. At the end of year 1, the stock paid $5 dividend per share. At the end of t2, Tom sold 2 shares for $40 each. Calculate the time-weighted rate of return on this investment.

选项：

A.

9.88%.

B.

15.00%.

C.

23.13%.

解释：

C is correct.

During the year1, the hoding return is (35 + 5) / 30 - 1= 33.33%,

During the year2, the hoding return is 80 / 70 - 1 = 14.29%

Time-weighted return = [(1.33)(1.14)]0.5 - 1 = 23.13%

CF0 = -30, CF1 = -30 CF2 = 80, 但我这样算出来irr = 20.78%，不知道用计算器这道题怎么做

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1 个答案

pzqa27 · 2023年02月03日

嗨，努力学习的PZer你好：


这个题要求计算的是time weighted return,不是money weighted return，因此不可以用IRR计算。请严格按照解析的算法计算

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