问题如下图：
选项：
A. 
B. 
C. 
D. 
解释：
如果有BENCHMARK就不适合用VAR来衡量风险？TEV是IR里面的项，也能用来单独衡量风险？
NO.PZ2016071602000005问题如下Your firm hireVikrMehra active manager for its pension fun His benchmark is the Russell 2000 growth inx. Whiof the following statistiare most suitable to evaluating Vikram's performananrisk? A.VanSharpe ratio B.Tracking error aninformation ratio C.Tracking error anSharpe ratio Vaninformation ratioB is correct. Because the active manager is compareto a benchmark, your firm shouluse relative performanmeasures (i.e., tracking error volatility anthe information ratio).Tracking Error不是用来衡量被动投资的吗？
NO.PZ2016071602000005 Tracking error aninformation ratio Tracking error anSharpe ratio Vaninformation ratio B is correct. Because the active manager is compareto a benchmark, your firm shouluse relative performanmeasures (i.e., tracking error volatility anthe information ratio). IR作为衡量基金经理表现的指标可以理解，题目问表现与风险，那么跟踪误差为什么可以表示风险呢？我和benchmark有误差意味着我有风险？
