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Eva · 2020年01月21日

问一道题:NO.PZ2015121801000139 [ CFA I ]

问题如下图:

请问怎么计算的?请问

选项:

A.

B.

C.

解释:

1 个答案

星星_品职助教 · 2020年01月21日

同学你好,

Sharpe ratio公式直接代数即可。

SR=(Rp-Rf)/σp

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