宇同學(xué)
2026-02-20 20:04Q4 paper return是不是固定用(decision price-closing price)*股數(shù),不需要考慮其他情況?②decision price如何確定,有的題目說(shuō)是用closing price,而這個(gè)題目為什么不用order price?
所屬:CFA Level III > Portfolio Management Pathway 視頻位置 相關(guān)試題
來(lái)源: 視頻位置 相關(guān)試題
1個(gè)回答
Simon助教
2026-02-24 11:08
該回答已被題主采納
對(duì)的,
paper return是固定用(decision price-closing price)*假設(shè)全部成交的股數(shù)
decision price可以理解為是YY時(shí)的價(jià)格,看到一個(gè)價(jià)格,馬上腦補(bǔ)就以這個(gè)價(jià)格成交。像這個(gè)題里,Later the same day, West Commerce announces exciting new initiatives resulting in a substantial increase in its share price to $27.10. Based on this price, Wong concludes that the stock is overvalued
因?yàn)榭吹?7.10,認(rèn)為高估,所以YY現(xiàn)在按照27.10賣出,這個(gè)27.10就是decision price,
而a limit price of $26.20 for a sell order of 10,000 shares,是實(shí)際操作時(shí),下的限價(jià)賣單,如果市場(chǎng)價(jià)格低于26.2,就不賣出了
