ksming_
2022-05-30 21:00這個(gè)解析看不怎么明白誒
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(gè)回答
Evian, CFA助教
2022-05-30 22:18
該回答已被題主采納
ヾ(?°?°?)??你好同學(xué)，
題目的意思是：兩年期投資，期初投3萬，期末本金和利息共6萬，問連續(xù)復(fù)利的收益率。
An investment with an initial cost of $30,000 is sold for $60,000 after two years. The annual return on a continuously compounded basis is closest to:
A
35%.
The two-year holding period return is 100%.
P1=30000，P2=60000
連續(xù)復(fù)利下：P1 x e^(rx2)=P2，要求的是r
e^(rx2)=P2/P1=2
e^r=2^0.5
r=Ln(2^0.5)=34.66%
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