Return calculation equal-weighted Index

Hi all,

in the Schweser Notes on Equity (Reading 47) on p. 233 it says that the return of an equally weighted index can be calculated using the simple arithmetic mean of the components’ returns - which makes perfect sense.

However, in the Schweser Mock Exam No.1 (afternoon) in question 85 the return of the equal-weighted index is calculated using the geometric mean - which leads to totally different figures. I believe using the arithmetic mean makes more sense.

What is the correct approach?