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kekeke214 · 2018年10月08日

问一道题：NO.PZ2017092702000009 [ CFA I ]

  1. CFA I
  2. Quantitative

问题如下图：

    

选项：

A.

B.

C.

解释：


请问老师 required annual rate of return 是EAR的概念吗？为什么不是小r的概念呢


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菲菲_品职助教 · 2018年10月08日

同学你好，required annual rate of return就是r，不是EAR。这道题目之所以要除以4，是因为按季度付息，所以要换算成季度收益率来计算。

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