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ciaoyy · 2017年12月28日

问一道题:NO.PZ2017092702000132 [ CFA I ]

问题如下图:

    

选项:

A.

B.

C.

解释:


怎么理解not economically呢?考虑交易费用之后,return为0左右,为什么not economically?

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源_品职助教 · 2017年12月28日

就是没有啥经济意义。RETURN既然为0,那就表示不赚钱,不赚钱的情况下还做交易,不耽误时间么。

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