NO.PZ2018062002000049
问题如下:
Benedict, an analyst from an investment company, recently gathered the following data for a price-weighted index comprised of securities G,H,I:
What is the price return of the index over the period?
选项:
A. 3.45%.
B. 7.1%.
C. 21.4%.
解释:
A is correct.
The sum of prices at the beginning of the period is 87; the sum at the end of the period is 90. Regardless of the divisor, the price return is , is calculated as the table below.
考点:价格加权指数计算price return
1、股票数量在这里用不到是迷惑你的(市值加权的指数才需要)
2、price-weighted index价格加权指数,假设每只股票买一股。price return是不考虑期间收益的收益率,本题也没有给出红利的信息,所以本题没有在这里设陷阱。
3、上课讲的方法是先分别计算期初和期末平均价格,再相除计算收益率,因为分母3可以约掉,所以上课的方法和解析的方法得到的结果是一样的。
如果题目中股票G有拆股,一拆二,我这样算price return对吗