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Joanne · 2023年05月14日

这题答案解析里面的公式是乱的

NO.PZ2023040601000096

问题如下:

Robbin reviews data compiled by Gladden for Bosphorus Investment Advisers for the meeting. After reviewing Gladden's work, Robbin requests that the analysts include the information ratio in all future exhibits.


Based on the information presented in Exhibit 1, the information ratio for Bosphorus is closest to:

选项:

A.

0.53.

B.

0.26.

C.

0.26.

解释:

The information ratio is calculated by dividing the active return (RA) by the active risk. The active risk is the standard deviation of the difference between portfolio return and the benchmark return STD(RP - RB)].

\[IR=\frac{\overline{{{R}_{P}}}-\overline{{{R}_{B}}}}{{{s}_{({{R}_{P}}-{{R}_{B}})}}}=\frac{18.54-18.14}{1.56}=\frac{0.40}{1.56}=0.26\]

可以重新发一下公式和解题过程吗?谢谢

1 个答案

星星_品职助教 · 2023年05月15日

同学你好,如下:

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