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进击的peter · 2020年02月09日

问一道题：NO.PZ201909300100000305 第5小题 [ CFA III ]

  1. CFA III
  2. Trading&Performance

* 问题详情，请 查看题干

请问22.67%是怎么算出来的？

问题如下图：

选项：

A.

B.

C.

解释：

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1 个答案

韩韩_品职助教 · 2020年02月09日

嗨，爱思考的PZer你好：


同学你好，这里的benchmark return录入的时候错误了，应该是22.67%。后台已经更正了，非常感谢。


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