开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

进击的peter · 2020年02月09日

问一道题：NO.PZ201909300100000305 第5小题 [ CFA III ]

  1. CFA III
  2. Trading&Performance

* 问题详情，请 查看题干

请问22.67%是怎么算出来的？

问题如下图：

选项：

A.

B.

C.

解释：

添加评论
1 个答案

韩韩_品职助教 · 2020年02月09日

嗨，爱思考的PZer你好：


同学你好，这里的benchmark return录入的时候错误了，应该是22.67%。后台已经更正了，非常感谢。


-------------------------------
加油吧，让我们一起遇见更好的自己！


  • 1

    回答

  • 1

    关注

  • 555

    浏览
相关问题

NO.PZ201909300100000305 问题如下 5 Baseon Exhibit 2, the allocation effefor South Ameriis closest to: A.-0.04% B.0.03% C.0.20% C is correct. The allocation effefor South Ameriis 0.20%.Allocation = (wi – Wi)(– = (20.38% – 18.82%)(35.26 – 22.67%) = 0.1964% = 0.20% Macro的公式是（Rbi-Rb），Micro的公式是（Rb-0），题干不是已经说了用Micro算得么？为什么答案还是（Rbi-Rb）呢？单纯是因为没有Micro那个公式的么？

2024-05-28 20:27 1 · 回答

NO.PZ201909300100000305 问题如下 5 Baseon Exhibit 2, the allocation effefor South Ameriis closest to: A.-0.04% B.0.03% C.0.20% C is correct. The allocation effefor South Ameriis 0.20%.Allocation = (wi – Wi)(– = (20.38% – 18.82%)(35.26 – 22.67%) = 0.1964% = 0.20% 为什么这个allocation公式不行？？

2024-05-13 22:53 1 · 回答

NO.PZ201909300100000305 问题如下 5 Baseon Exhibit 2, the allocation effefor South Ameriis closest to: A.-0.04% B.0.03% C.0.20% C is correct. The allocation effefor South Ameriis 0.20%.Allocation = (wi – Wi)(– = (20.38% – 18.82%)(35.26 – 22.67%) = 0.1964% = 0.20% 如题

2022-08-08 07:35 1 · 回答

NO.PZ201909300100000305 问题如下 5 Baseon Exhibit 2, the allocation effefor South Ameriis closest to: A.-0.04% B.0.03% C.0.20% C is correct. The allocation effefor South Ameriis 0.20%.Allocation = (wi – Wi)(– = (20.38% – 18.82%)(35.26 – 22.67%) = 0.1964% = 0.20% 如题

2022-05-15 18:33 2 · 回答

NO.PZ201909300100000305问题如下5 Baseon Exhibit 2, the allocation effefor South Ameriis closest to: A.-0.04% B.0.03% C.0.20% C is correct. The allocation effefor South Ameriis 0.20%.Allocation = (wi – Wi)(– = (20.38% – 18.82%)(35.26 – 22.67%) = 0.1964% = 0.20%为什么用35·26？表里显示的也是benchmark return 啊，为什么当成Rp来用

2022-04-20 15:22 1 · 回答