ln用来衡量收益率我明白，但我不明白为什么这里要算一个LN，感觉直接价格比出来71也没问题，还是 continuously compounded rate of return是一个固定的考法？就是这题考点我知道了，不知道什么时候要额外用一下LN
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No.PZ2018062016000104 (选择题)
来源: 品职出题
A financial analyst is examining whether a two years price of stock A, last year is $45, this year is 77, what is most likely correct?
您的回答, 正确答案是: A
A
the continuously compounded rate of return is 53.71%
B
不正确the continuously compounded rate of return is 71.11%
C
the continuously compounded rate of return is 43.32%
数据统计(全部)
做对次数: 975
做错次数: 274
正确率: 78.06%
数据统计(个人)
做对次数: 0
做错次数: 1
正确率: 0.00%
解析
A is correct. the continuously compounded rate of return is ln(77/45)=0.5371.
