NO.PZ2020011101000035
问题如下：
If the mean return on the S&P 500 is 9% per year, what is the mean return over one day, one week, and one month?
选项：
解释：
The mean scales linearly with the scale factor, and so 9%/ 252= .036%,
9%/ 52= 0.17%, and 9% /12= 0.75%.
老师好，前面在讲解3大波动率预测模型的时候，不是说要用连续复利计算收益率吗？考试碰到这种题目是否需要考虑单利、复利、连续复利等情况计算收益率？谢谢
