问一道题：NO.PZ2017092702000093

问题如下：

The weekly closing prices of Mordice Corporation shares are as follows:

The continuously compounded return of Mordice Corporation shares for the period August 1 to August 15 is closest to:

选项：

6.90%

7.14%

8.95%

解释：

A is correct.

The continuously compounded return of an asset over a period is equal to the natural log of period’s change. In this case: ln(120/112) = 6.90%

老师，我用这个公式【1+（120-112）/112】^36015 = 1+EAR ,这样是不是算的一年的年化利率？

再往下算连续利率好像就只能这样，【（1+X/m）^m】^ 365/15 = 1+EAR

好像绕了一圈，不过想问问这么想对吗？

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星星_品职助教 · 2019年11月28日

同学你好，

这道题是连续（continuous）复利，所以EAR是e的N次方这种形式。你的列式的EAR是离散型复利，计息m次的形式

正确列式为：1+（120-112）/112 =e^r, 转化一下就是答案的那种形式：r=ln(120/112)。这个连续复利下收益率的形式可以记忆一下，下次直接代入即可。加油

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NO.PZ2017092702000093 问题如下 The weekly closing prices of MorCorporation shares are follows:The continuously compounreturn of MorCorporation shares for the perioAugust 1 to August 15 is closest to: A.6.90% B.7.14% C.8.95% A is correct.The continuously compounreturn of asset over a periois equto the naturlog of perios change. In this case: ln(120/112) = 6.90%资产在一段时间内的连续复合回报等于期间变化的自然对数。在本题中ln(120/112) = 6.90% 这个公式可以一下背后的逻辑吗

2023-07-11 17:57 2 · 回答

NO.PZ2017092702000093问题如下 The weekly closing prices of MorCorporation shares are follows:The continuously compounreturn of MorCorporation shares for the perioAugust 1 to August 15 is closest to:A.6.90%B.7.14%C.8.95% A is correct.The continuously compounreturn of asset over a periois equto the naturlog of perios change. In this case: ln(120/112) = 6.90%资产在一段时间内的连续复合回报等于期间变化的自然对数。在本题中ln(120/112) = 6.90% 可以理解连续复利，但是15天的连续在计算中怎么提现的呢，假如题里问8天时的连续复利收益，除了把120替换成160，还有其他计算区别吗

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2022-09-18 19:00 1 · 回答

NO.PZ2017092702000093 7.14% 8.95% A is correct. The continuously compounreturn of asset over a periois equto the naturlog of perios change. In this case: ln(120/112) = 6.90% 资产在一段时间内的连续复合回报等于期间变化的自然对数。在本题中ln(120/112) = 6.90% 能一下为什么用ln计算么，没太懂

2022-02-23 17:07 1 · 回答

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2021-11-09 10:46 1 · 回答

问一道题：NO.PZ2017092702000093

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