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鱼丸困死了熊 · 2020年05月03日

问一道题:NO.PZ2015122802000046 [ CFA I ]

问题如下:

An analyst gathers the following information for a market-capitalization-weighted index comprised of securities MNO, QRS, and XYZ:

The price return of the index is:

选项:

A.

9.33%.

B.

10.23%.

C.

13.90%.

解释:

B  is correct.

The price return of the index is (48,250,000  53,750,000)/53,750,000 = 10.23%.

请问这个题为什么又不加上股息呢?股息什么情况下加?
1 个答案

Debrah_品职答疑助手 · 2020年05月06日

同学你好,市值=股价*股数。以市值为权重,和股息无关。

解题的时候需要看清楚是求price return还是total return。price return仅考虑价格变化,total return是要在价格变化基础上加上interest, dividend等other distributions.

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