问一道题：NO.PZ2015121810000017

问题如下：

The full fundamental law of active management is stated as follows:

$E{(R_A)}={(TC)}{(IC)}\sqrt{BR}\sigma_A$

Which component on the right hand side represents the extent to which the portfolio manager’s expectations are realized? The

选项：

transfer coefficient, TC.

information coefficient, IC.

breadth, BR.

解释：

B is correct.

The IC measures an investment manager’s ability to forecast returns.

考点：information coefficient

解析：考字母的定义，IC衡量的是基金经理对投资收益预测的准确性。