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haha1xiong · 2019年07月02日

问一道题：NO.PZ2017092702000101 [ CFA I ]

  1. CFA I
  2. Quantitative

一，请问这个题是不是夏普比率？  

二，我错用成CV了 ，因为说安全第一 我觉得单位期望收益率上的风险值找个小的比较好。在题干有何种描述的时候用cv何时用夏普比率呢？

 以上两个问题 谢谢

问题如下图：

选项：

A.

B.

C.

解释：

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1 个答案

源_品职助教 · 2019年07月02日

该题不是夏普比率，而是第一安全比率。

题干明确说了用变异系数才能用CV

同样题干明确说用夏普比率可以用夏普比率。

 

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