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the following information about the performance of a portfolio | |||||
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quarter |
value at beginning of quarter |
cashinflow(outflow)at beginning of quarter |
Value at end of quarter |
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1 |
2 |
2 |
2.4 |
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2 |
2.4 |
4 |
2.6 |
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3 |
2.6 |
-0.2 |
3.2 |
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4 |
3.2 |
1 |
4.1 |
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annual time-weighted rate of return is closet t |
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答案是32% |
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请问这题怎么做？
[此贴子已经被venson于2005-5-18 15:50:47编辑过]
would you like to give the question more clear?
已经改过谢谢
In my memory, but I am sure so much, I will check for you if I have time.
this question's formula can list like this:
=(2.4/4)*(2.6/6.4)*(3.2/2.4)(4.1/4.2)
in fact, I don't remember,
what I know is that there is a time weighted rate of return formula in CFA Level III notes.
这道题出现在LI的题目中！
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