CFA论坛 - Powered by Discuz! Board

标题: 请问LEVEL 1的一个题目 [打印本页]

作者: zmmengxue 时间: 2008-12-4 08:58 标题: 请问LEVEL 1的一个题目

Test 1 t29

请问这一题具体应该怎么做啊？多谢！

A portfolio earned the following holding period returns during 2006:

First quarter 20%

Second quarter 15%

third quarter -10%

forth quarter 5%

the portfolio’s time-weighted rate of return for 2006 was closest to:

A 6.9%

B 7.5%

C 30.4%

D 32.6%

作者: xiaoming_w 时间: 2008-12-4 21:52

(1+20%)*(1+15%)*(1-10%)*(1+5%)=(1+x)^0.25   x=6.9%

作者: xiaoming_w 时间: 2008-12-4 21:53

写错了，等式右边是4次方

欢迎光临 CFA论坛 (http://forum.theanalystspace.com/)