NO.PZ2023032703000011
问题如下:
Cécile Perreaux is evaluating three fixed-income funds as part of the firm’s global fixed-income offerings. Selected financial data for the funds Aschel, Permot, and Rosaiso are presented in Exhibit 1. After further review of the composition of each of the funds, Perreaux notes that Aschel is the only fund of the three that uses leverage.
The levered portfolio return for Aschel is closest to:
选项:
A.
7.25%.
B.
7.71%.
C.
8.96%.
解释:
B is correct. The return for Aschel is 7.71%, calculated as follows:
我还以为portfolio equity里面包含了borrowed fund?