RL
2024-06-24 14:09答案應(yīng)該是5.56%?
所屬:CFA Level III > Private Wealth Management 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個回答
Johnny助教
2024-06-24 16:10
該回答已被題主采納
同學(xué)你好,答案應(yīng)該是5.56%
先計算稅后的組合價值:Final after-tax portfolio value = (1+0.070) × (1+0.033) × (1+0.075) =1.1882.再計算Portfolio value net of the unrealized gains tax liability = 1.1882 × [1- (5%)×(20%)] =1.1763 最后計算annualized post-liquidation return = 1.1763(1/3) - 1 = 5.56%
