謝同學(xué)
2023-05-11 14:00mock第一套題的Yua Takahski Case Scenario,The contract is priced per troy ounce. Most recently, a position that was entered at $23.865 was closed at $23.720 and rolled into a new contract at $23.785.第3題計(jì)算一個(gè)月的總收益,我覺(jué)得答案有問(wèn)題,在計(jì)算price return時(shí),分母不是應(yīng)該為previous price 23.865?而官網(wǎng)給的答案計(jì)算roll return和price return的分母都是取的23.72?這個(gè)和它們的公式不一致吧?
所屬:CFA Level II > Alternative Investments 視頻位置 相關(guān)試題
來(lái)源: 視頻位置 相關(guān)試題
1個(gè)回答
Johnny助教
2023-05-12 00:06
該回答已被題主采納
同學(xué)你好,協(xié)會(huì)官網(wǎng)題這邊是有問(wèn)題,price return的分母應(yīng)該是23.865才對(duì),這邊他答案給錯(cuò)了
-
回復(fù)Johnny:希望考試不要有這種情況!
