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Lee13 · 2022年03月02日

老师您好,请问为什么159是S1?还有怎么判断是用LN计算?谢谢!

NO.PZ2018062016000093

问题如下:

The stocks of AAA company have a changing closing price over the last 3 month:

From May to July, the continuously compounded return of AAA company's stocks is:

选项:

A.

18.61%

B.

17.34%

C.

16.89%

解释:

A is correct. Based on definition, for a certain period, the continuously compounded return = the natural log of the period’s change. So we can calculate that: ln(159/132) = 18.61%

The stocks of AAA company have a changing closing price over the last 3 month:

From May to July, the continuously compounded return of AAA company's stocks is:

您的回答C, 正确答案是: A 

A

18.61%

B

17.34%

C

不正确16.89%

1 个答案

星星_品职助教 · 2022年03月03日

同学你好,

可以听一下这个部分的讲解。

continuously compounded return,R=ln(期末价格/期初价格)。本题中的期末价格即为159

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