fiona22 · 2023年06月30日
NO.PZ2015120604000169
问题如下：
An analyst gathered the following information:
If the analyst want to minimize the probability of return less than 3%, which portfolio has the best risk adjusted performance according to Safety-first criterion ?
选项：
A.Portfolio 1.
B.Portfolio 2.
C.Portfolios 3.
解释：
B is correct.
The safety-first ratio of Portfolio 2 is the highest( 7.9-3/13.5)=0.3629
为什么直接选择b选项进行计算？
NO.PZ2015120604000169 问题如下 analyst gatherethe following information:If the analyst want to minimize the probability of return less th3%, whiportfolio hthe best risk austeperformanaccorng to Safety-first criterion ? A.Portfolio 1. B.Portfolio 2. C.Portfolios 3. B is correct.The safety-first ratio of Portfolio 2 is the highest( 7.9-3/13.5)=0.3629 所以理解为风险最低的是最佳风险，是这个意思吗
NO.PZ2015120604000169 题目里问的是minimize the probability of return，为啥回选择一个SFR算出来最大的呢？
问一道题：NO.PZ2015120604000169 [ CFA I ]
实际仅比较两个portfolio的sharpe ratio即可？
