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Evian, CFA2020-11-06 10:34:22
Evian, CFA└(^o^)┘你好同学，
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% 是一个报价名义利率nominal annual rate of return，本题是将FV和PV带入1+HPR=(FV-PV)/PV=e^r中，可求出r
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你好，我都意思是如果题目是求e^r（不是annual rate r），那要怎么问呢？因为我的理解是
e^r才是continuously compounded rate of return
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e^r不是收益率，而是1单位本金投资在期初后，期末收到的本金+利息
如果题目直接给出r，会这样描述：An investor makes money in a financial instrument with a annual rate of r continously compounded
题目通常不求e^r，求得是r或者是FV = PV x e^r
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