Portfolio 2. Portfolio 3. B is correct. The Sharpe ratio is the meexcess return (mereturn less risk-free rate of 3.0 percent) vithe stanrviation of the portfolio. It is highest for portfolio 2 with a Sharpe ratio of 7.5/20.3 = 0.3695. For portfolio 1, the Sharpe ratio is 6.8/19.9 = 0.3417 anfor portfolio 3 the Sharpe ratio is 10.3/33.9 = 0.3038. 为什么不需要把标准差2次方 变成方差？
ta输入以后，计算器的显示最上面一排出现了 enter,l,ins,然后y01,y02,y03都默认是1，不知道是哪里按出错了导致的，如何拯救?
这道题到底选啥呢？选最高的还是最低的啊
16ti 那个time weight 的要怎么计算？
