NO.PZ2018070201000037
问题如下:
What's the annual geometric mean return of below investment over three years?
选项:
A.3.8%.
解释:
A is correct.
The annual geometric mean return is
Three equity fund managers have performance records summarized in the following table: Given a risk-free rate of return of 2.60%, which manager performed best based on the Sharpe ratio?
A. Manager 1. B. Manager 2 C. Manager 3
Manager 1:Sharpe ratio= (Rp-Rf)/σp=(14.38%-2.6%)/10.53cor,
请问cor是怎么算的?