NO.PZ2015122802000045
问题如下:
An analyst gathers the following information for a price-weighted index comprised of securities ABC, DEF, and GHI:
The price return of the index is:
选项:
A.
–4.6%.
B.
–9.3%.
C.
–13.9%.
解释:
B is correct.
The price return of the price-weighted index is the percentage change in price of the index: (68 –75)/75 = –9.33%.
考点:价格加权指数计算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。
计算时为什么不考虑dividend呢?