问题 单项选择题

An analyst does research about continuously compounded retum and gathers the following information about a security:

Year Return
1 11%
2 -13%
3 16%
The security continuously compounded return over the three-year holding period is closest to:()

A. 12.0%

B. 14.0%

C. 15.0%

答案

参考答案:C

解析:

e0.11×e-0.13×e0.16-1=15.0%。

单项选择题
问答题 简答题