caramelhan
2019-07-31 09:13Thirty months ago (n = 30), $100 was invested and has grown to a value today of $175.00. The monthly returns were normally distributed with monthly standard deviation of 10.0%. Without the return data, based on finding and using the geometric (a.k.a., time weighted) return, which of the following is the best estimate of the arithmetic average monthly return of the series? 請(qǐng)問此題這個(gè)公式是哪來的？E[geometric average] = E[arithmetic average] - 0.5*variance 謝謝
所屬：FRM Part II 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個(gè)回答
Cindy助教
2019-07-31 10:22
該回答已被題主采納
同學(xué)你好，這道題超綱了，確實(shí)，這上面涉及的內(nèi)容我們并沒有接觸過，這個(gè)題目我們會(huì)盡快處理的，咱們就不要看這道題了呀(#^.^#)
加油ヾ(?°?°?)??
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