问题如下：
4 Based on Exhibit 1, the capture ratios of the portfolio indicate:
选项：
A.a concave return profile.
positive asymmetry of returns.
that the portfolio generates higher returns than the benchmark during all market conditions.
解释：
B is correct.
The upside/downside capture, or simply the capture ratio (CR), is the upside capture ratio divided by the downside capture ratio.
(Upside capture)/(Downside capture) = 0.66/0.50 = 1.32.
A capture ratio greater than 1 indicates positive asymmetry of returns, or a convex return profile.
A为啥不对求解释
