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芍洋 · 2021年02月01日

为什么这道题目不用几何平均呢

  1. CFA I
  2. Equity

NO.PZ2018062002000043

问题如下：

Ahern, an analyst from an investment company, recently gathered the following information for an equal-weighted index comprised of assets A, B, and C:

What is the price return of this index?

选项：

A.

2.7%.

B.

3.79%.

C.

9.69%.

解释：

B is correct.

The price return is the sum of each stock's weighted return. The return of A is10−88=25%\frac{\displaystyle10-8}{\displaystyle8}=25\% ; the return of B is19−2222=−13.64%\frac{\displaystyle19-22}{\displaystyle22}=-13.64\% ; and the return of C is25−2525=0%\frac{\displaystyle25-25}{\displaystyle25}=0\% . Each asset is equal weighted in this index is 13\frac13; therefore, the price return is 25%+(−13.64%)+03=3.79%\frac{\displaystyle25\%+(-13.64\%)+0}{\displaystyle3}=3.79\%.

考点：Methods of index construction

这道题让我们计算的是等权重构建方法下的指数的price return，所以我们首先要区分price return和total return，计算price return不需要包括期间的收益即股息。第二，这里是等权重的构建方法，等权重相当于每只股票买了相同的金额，那么我们就先计算每种股票的收益率再除以股票种类。

什么时候该用算术平均，什么时候该用几何平均

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1 个答案

Debrah_品职答疑助手 · 2021年02月02日

同学你好，一般算数平均就可以，如果选项没有正确答案就用几何平均试一下。一般不会在这里设置陷阱。拿这个题目来说，因为C公司的期间收益是0，所以如果用几何平均做乘法会得到-100%的错误答案，所以要用算数平均。

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NO.PZ2018062002000043 问题如下 Ahern, analyst from investment company, recently gatherethe following information for equal-weighteinx compriseof assets anC:Whis the prireturn of this inx? A.2.7%. B.3.79%. C.9.69%. is correct.The prireturn is the sum of eastock's weightereturn. The return of A is10−88=25%\frac{\splaystyle10-8}{\splaystyle8}=25\%810−8​=25% ; the return of B is19−2222=−13.64%\frac{\splaystyle19-22}{\splaystyle22}=-13.64\%2219−22​=−13.64% ; anthe return of C is25−2525=0%\frac{\splaystyle25-25}{\splaystyle25}=0\%2525−25​=0% . Eaasset is equweightein this inx is 13\frac1331​; therefore, the prireturn is 25%+(−13.64%)+03=3.79%\frac{\splaystyle25\%+(-13.64\%)+0}{\splaystyle3}=3.79\%325%+(−13.64%)+0​=3.79%.考点Metho of inx construction这道题让我们计算的是等权重构建方法下的指数的prireturn，所以我们首先要区分prireturn和totreturn，计算prireturn不需要包括期间的收益即股息。第二，这里是等权重的构建方法，等权重相当于每只股票买了相同的金额，那么我们就先计算每种股票的收益率再除以股票种类。 为什么不能用1/3*(8+22+25)和1/3*(enof perio三个价格之和)来算return？

2023-01-27 23:38 1 · 回答

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2023-01-05 22:51 1 · 回答

NO.PZ2018062002000043 3.79%. 9.69%. B is correct. The prireturn is the sum of eastock's weightereturn. The return of A is 10−88=25%\frac{\splaystyle10-8}{\splaystyle8}=25\%810−8​=25% ; the return of B is 19−2222=−13.64%\frac{\splaystyle19-22}{\splaystyle22}=-13.64\%2219−22​=−13.64% ; anthe return of C is 25−2525=0%\frac{\splaystyle25-25}{\splaystyle25}=0\%2525−25​=0% . Eaasset is equweightein this inx is 13\frac1331​; therefore, the prireturn is 25%+(−13.64%)+03=3.79%\frac{\splaystyle25\%+(-13.64\%)+0}{\splaystyle3}=3.79\%325%+(−13.64%)+0​=3.79%. 考点Metho of inx construction 这道题让我们计算的是等权重构建方法下的指数的prireturn，所以我们首先要区分prireturn和totreturn，计算prireturn不需要包括期间的收益即股息。第二，这里是等权重的构建方法，等权重相当于每只股票买了相同的金额，那么我们就先计算每种股票的收益率再除以股票种类。 这种题目是否可以理解为，看见求prireturn首先可以排除v影响，然后看题目中是equalweighte是priceeighteequal就用比率除以3，price接用价格和相除减1呢

2022-01-26 21:41 1 · 回答

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