NO.PZ2015120604000108
问题如下：
If a Portfolio's SFR is 1.4 and threshold level's return is supposed to be 2%, what is the probability of return less than 2%?
选项：
A.8.08%.
B.30.20%.
C.9.68%.
解释：
A is correct.
Using the table, we get F( -1.4) is 1 - 0.9192 = 8.08%.
If a Portfolio's SFR is 1.4 and threshold level's return is supposed to be 2%, what is the probability of return less than 2%?
A
8.08%.
B
30.20%.
C
9.68%.
1 为什么在最后带入的是-1.4？
2 关于z和SFR中公式的E(Rp) 和z公式中的x是可以替换的吗？在题目中提到的一些值，这些值是相等的吗？类似于提到了return就可以联想到 Rl=2%，当带入到z公式中时，μ=2%是这个意思吗？
3 SR和SFR的关系又是什么样的
请老师解答一下谢谢
