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ccling · 2020年02月10日

问一道题:NO.PZ2015122802000043 [ CFA I ]

老师,这里为什么直接用arithmetic mean计算,为什么不是用geometric mean呢?

问题如下图:

选项:

A.

B.

C.

解释:

1 个答案

maggie_品职助教 · 2020年02月11日

几何平均是算多期的平均收益率,算数平均才是计算单期的平均收益率。而这道题是让你计算一个投资期下的收益率所以使用算数平均。


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