NO.PZ2018062016000055
问题如下:
An analyst has observed that the risk free rate is 2%. Given the table above, based on the Sharpe ratio, which of the following is a optimal stock for clients?
选项:
A.Stock A
B.Stock B
C.Stock C
解释:
B is correct.
To decide which of the three stocks is the best, select the stock with the highest Sharpe ratio.
Stock A:(8.3-2)/20.1=0.31
Stock B:(15.1-2)/5.5=2.38
Stock C:(10.2-2)/18.3=0.45
原假设不应该是想要拒绝的吗?这里标准差相等不是想要证明的吗?