Q.84 The returns from a portfolio are as shown in the table below. | Time | Price | |------|-------| | 0 | 100 | | 1 | 98.56 | | 2 | 98.65 | | 3 | 97.76 | | 4 | 96.50 | | 5 | 100.56 | What is the value of continuously compounded return at time 3? | Financial Risk Manager Part 1 Quiz - LeetQuiz

Explanation:

The continuously compounded return is given by:

r_t = \ln P_t - \ln P_{t-1}

So that:

r_3 = \ln P_3 - \ln P_2 \\ = \ln 97.76 - \ln 98.65 = -0.91\%

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Q.84 The returns from a portfolio are as shown in the table below.

Time Price
0 100
1 98.56
2 98.65
3 97.76
4 96.50
5 100.56

What is the value of continuously compounded return at time 3?

Time	Price
0	100
1	98.56
2	98.65
3	97.76
4	96.50
5	100.56

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UAnonymous

Last updated: June 16, 2026 at 04:31

0.81%

25.0%

-0.81%

25.0%

0.91%

25.0%

-0.91%

25.0%

Financial Risk Manager Part 1

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Q.84 The returns from a portfolio are as shown in the table below. TimePrice0100198.56298.65397.76496.505100.56 What is the value of continuously compounded return at time 3?

Comments (0)

Q.84 The returns from a portfolio are as shown in the table below.

Time Price
0 100
1 98.56
2 98.65
3 97.76
4 96.50
5 100.56

What is the value of continuously compounded return at time 3?