娜同學(xué)
2020-11-06 05:46continuously compounded rate of return 不是e^r嗎？r是annual rate of return?
所屬：CFA Level I > Quantitative Methods 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個回答
Evian, CFA助教
2020-11-06 10:34
該回答已被題主采納
└(^o^)┘你好同學(xué)，
If the price of a stock goes from $15.00 to $16.20 in one year, the continuously compounded rate of return is closest to 7.70%.
7.7% 是一個報價名義利率nominal annual rate of return，本題是將FV和PV帶入1+HPR=(FV-PV)/PV=e^r中，可求出r
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追問
你好，我都意思是如果題目是求e^r（不是annual rate r），那要怎么問呢？因?yàn)槲业睦斫馐?br/>e^r才是continuously compounded rate of return
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追答
e^r不是收益率，而是1單位本金投資在期初后，期末收到的本金+利息
如果題目直接給出r，會這樣描述：An investor makes money in a financial instrument with a annual rate of r continously compounded
題目通常不求e^r，求得是r或者是FV = PV x e^r
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