risk efficiency

NO.PZ202207040100000404 问题如下 The funin Exhibit 3 this most consistent with Quint’s requirements is: A.Ash. B.Blue. C.March. SolutionC is correct. The MarFunis the funthis most consistent with Quint’s requirements for the best risk-efficient livery of results. It livers the lowest active risk (3.2%) using ffewer securities (140), incating efficient approach. The higher Active Share (0.75) for the simillevel of fees also supports this cision.A is incorrect. Ash hthe highest active risk, whiincates active return contributions of a greater spersion ththe benchmark anthe competing fun. More securities anlower Active Share are not supportive of this funchoice.B is incorrect. Blue hthe highest number of securities ana relatively low Active Share. Although the overall portfolio volatility is the lowest of the three (procing a higher Sharpe ratio), the more relevant risk is thattributable to active management. Greater active risk spite more securities is not the most efficient metho 这道题我是根据active share最大的选的，但是我看之前的回答说是要看active share/active risk? 没有这个公式吧？是active return/active risk不是吗？不过那是计算information ratio，跟这种题型没关系吧？

NO.PZ202207040100000404 问题如下 The funin Exhibit 3 this most consistent with Quint’s requirements is: A.Ash. B.Blue. C.March. SolutionC is correct. The MarFunis the funthis most consistent with Quint’s requirements for the best risk-efficient livery of results. It livers the lowest active risk (3.2%) using ffewer securities (140), incating efficient approach. The higher Active Share (0.75) for the simillevel of fees also supports this cision.A is incorrect. Ash hthe highest active risk, whiincates active return contributions of a greater spersion ththe benchmark anthe competing fun. More securities anlower Active Share are not supportive of this funchoice.B is incorrect. Blue hthe highest number of securities ana relatively low Active Share. Although the overall portfolio volatility is the lowest of the three (procing a higher Sharpe ratio), the more relevant risk is thattributable to active management. Greater active risk spite more securities is not the most efficient metho 请问关于risk-efficient livery，不需要参考Annualizeporfolio volatility数值吗？本题March的最大

NO.PZ202207040100000404问题如下 The funin Exhibit 3 this most consistent with Quint’s requirements is:A.Ash.B.Blue.C.March.SolutionC is correct. The MarFunis the funthis most consistent with Quint’s requirements for the best risk-efficient livery of results. It livers the lowest active risk (3.2%) using ffewer securities (140), incating efficient approach. The higher Active Share (0.75) for the simillevel of fees also supports this cision.A is incorrect. Ash hthe highest active risk, whiincates active return contributions of a greater spersion ththe benchmark anthe competing fun. More securities anlower Active Share are not supportive of this funchoice.B is incorrect. Blue hthe highest number of securities ana relatively low Active Share. Although the overall portfolio volatility is the lowest of the three (procing a higher Sharpe ratio), the more relevant risk is thattributable to active management. Greater active risk spite more securities is not the most efficient metho麻烦老师能展开讲下这考点吗？主要看active share不是active risk?我感觉A也挺好的，除了个股个数多点😂谢谢！

NO.PZ202207040100000404 问题如下 The funin Exhibit 3 this most consistent with Quint’s requirements is: A.Ash. B.Blue. C.March. SolutionC is correct. The MarFunis the funthis most consistent with Quint’s requirements for the best risk-efficient livery of results. It livers the lowest active risk (3.2%) using ffewer securities (140), incating efficient approach. The higher Active Share (0.75) for the simillevel of fees also supports this cision.A is incorrect. Ash hthe highest active risk, whiincates active return contributions of a greater spersion ththe benchmark anthe competing fun. More securities anlower Active Share are not supportive of this funchoice.B is incorrect. Blue hthe highest number of securities ana relatively low Active Share. Although the overall portfolio volatility is the lowest of the three (procing a higher Sharpe ratio), the more relevant risk is thattributable to active management. Greater active risk spite more securities is not the most efficient metho 请问老师，covarianwith amity fun的高低对本题有什么影响