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- 2011-7-2
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- 2015-12-13
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I'm not sure I follow ur question. This question is pretty straight forward. Determine the weights of the A B and C portfolios. Calculate the returns of A B and C. You know they want you to use the Modified Dietz method because they say to calculate the returns using daily weighted external cash flows.
Weight the portfolios, calculate the respective MD returns and sum them up. No? |
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发表于 2011-7-11 19:05
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