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unique · 2017年03月03日

问一道题:NO.PZ2015121802000019 [ CFA I ]

问题如下图:

    

选项:

A.

B.

C.

为什么CF1不是-48 而是-49? 在第一年年末又买了一支股票,那不就有两只股票了么? 那dividend应该*2才对啊?

1 个答案

源_品职助教 · 2017年03月04日

这类题目,在对于在T=1时刻买入的股票,是享受不到分红的,所以股利就是在t=0时刻买入的股票享有的分红1.

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