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Poppy · 2022年06月16日

老师 选项A, 我算了好几次 答案都是11%，您可以帮忙看下怎么得到的答案是12%呢? 谢谢!

  1. CFA I
  2. Portfolio

NO.PZ2015121801000039

问题如下：

An investor evaluating the returns of three recently formed exchange-traded funds gathers the following information:

The ETF with the highest annualized rate of return is:

选项：

A.

ETF 1.

B.

ETF 2.

C.

ETF 3.

解释：

B is correct.

The annualized rate of return for ETF 2 is 12.05% = (1.0110 52/5 )-1, which is greater than the annualized rate of ETF 1, 11.93% = (1.0461365/146 365/ 146 )-1, and ETF 3, 11.32% = (1.143512/15 )-1. Despite having the lowest value for the periodic rate, ETF 2 has the highest annualized rate of return because of the reinvestment rate assumption and the compounding of the periodic rate.

答案A和我算出来的不一致

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1 个答案

Kiko_品职助教 · 2022年06月16日

嗨，爱思考的PZer你好：


ETF1： 1.0461^(365/146)-1,这个式子通过按计算器按出来就是0.119265，约等于11.93%.

你是按照这个等式算的吗。

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