题目
The following exhibit shows the annual returns for Fund Y.「huixue_img/importSubject/1564548693389086720.png」The geometric mean return for Fund Y is closest to:
选项
A.14.9%.
B.15.6%.
C.19.5%.
答案
A
解析
: A is correct. The geometric mean return for Fund Y is found as follows:Fund Y = [(1+0.195) × (1 – 0.019) × (1 + 0.197) × (1 + 0.350) × (1 +0.057)]^(1/5) – 1= 14.9%. : A正确。基金Y的几何平均收益率为: Fund Y = [(1+ 0.195)×(1 - 0.019)×(1+ 0.197)×(1+ 0.350)×(1+ 0.057)]^(1/5) - 1 = 14.9%。