如果有多个候选的 new asset class 都满足 SR(new) > SR(p)xρ, 那这种情况下所有满足的asset classes 都加入还是选SR最高的?
比如经典通关题里面Asset Allocation - 5.4那道例题("Doulton is considering two additional asset classes that could be added .." 如果碰巧new asset #1 and #2都满足SR(new) > SR(p)xρ,那答案应是加入"both new asset classes"吗?