※ 引述《oDNSoIce (艾斯)》之銘言:
: http://i.imgur.com/BGgdfMe.jpg
: 如圖 例題三
: thanks~~
平均報酬率=(1.15*1.05*0.88*0.95*1.03)開五次方-1=x
log(x+1)=1/5*(log1.15+log1.05+log0.88+log0.95+log1.03)
=1/5*(0.0607+0.0212+(0.9445-1)+(0.9777-1)+0.0128)
=1/5*0.0169
=0.00338
x+1=1.0081
x=0.0081=0.81%
--
※ 發信站: 批踢踢實業坊(ptt.cc), 來自: 114.37.225.80
※ 文章網址: https://www.ptt.cc/bbs/Math/M.1466013137.A.60E.html