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ciaoyy · 2017年12月30日

问一道题：NO.PZ2015121801000039 [ CFA I ]

  1. CFA I
  2. Portfolio

问题如下图：

    

选项：

A.

B.

C.

解释：


为什么可以说annualized rate of return就是EAY呢？而题目中的return since inception就是HPY？哪里体现了这一点。

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ciaoyy · 2018年01月02日

笔记：年化利率包括Rmm（收益率HPY单利形式），EAY（收益率复利形式），BEY(一年计息两次的年化名义利率), 折价率（单利）

4 个答案
已采纳答案

源_品职助教 · 2017年12月30日


annualized rate of return是指年化收益率，可以指代EAY。


return since inception就是自从投资之日起，卡伊指代持有期的收益率。

这个两个表述都是官方协会的原话，需要能够识别。

源_品职助教 · 2018年04月12日

题目中的4.61不是年化的概念，而是持有期收益率的概念。

源_品职助教 · 2018年04月11日

那第二个式子中的第一个括号里不用除以90.

源_品职助教 · 2018年04月12日

你最好自己写个完整的题目出来，然后附上算法。这样我看看你的式子对不对。

源_品职助教 · 2018年04月10日

你的第二个式子要表达的意思我没太看懂。你自己有验算两者的结算结果相同么？我觉得你第二个式子不太对。

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