回答(1)
Evian, CFA2022-05-30 22:18:11
ヾ(◍°∇°◍)ノ゙你好同学,
题目的意思是:两年期投资,期初投3万,期末本金和利息共6万,问连续复利的收益率。
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
连续复利下: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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