？

问题如下：

A client has the information ratio of 0.6 due to 60% allocation to an actively managed fund and 40% to the index fund. Now he decides to allocate 100% position in the active fund. Which of the following statement is most likely correct?

选项：

A.

The information ratio will increase because the active return increases.

B.

The information ratio will be unchanged because both the active return and active risk increase.

C.

The information ratio will decrease because the active risk increases.

解释：

B is correct.

考点：IR的推论。

解析：IR is unaffected by the aggressiveness of active weight。投资激进，虽然分母active return增加，但是分子active risk也增加，所以 最终结果不变。