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The weekly closing prices of Mordice Cor...

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题目

The weekly closing prices of Mordice Corporation shares are as follows:「huixue_img/importSubject/1564548697533059072.png」The continuously compounded return of Mordice Corporation shares for the period August 1 to August 15 is closest to:

选项

A.6.90%

B.7.14%

C.8.95%

答案

A

解析

: A is correct. The continuously compounded return of an asset over a period is equal to the natural log of period’s change. In this case: ln(120/112) = 6.90% : A正确。 资产在一段时期内的连续复利收益等于期间变化的自然对数。在这种情况下: ln (120/112) = 6.90%