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小熊猫 · 2023年05月02日

A B选项是真实存在的吗?还是只是用来凑选项瞎编的?

NO.PZ2018070201000112

问题如下:

A manager is plotting the excess returns of his portfolio on the excess returns of the market, what could the intercept of the best fit line formed in the plotting be called?

选项:

A.

Jensen’s beta.

B.

Jensen’s ratio.

C.

Jensen’s alpha.

解释:

C is correct.

When plotting the excess returns of a manager’s portfolio on the excess returns of the market, the intercept of the best fit line in the graph is Jensen’s alpha and the slope of the line is the beta.

rt

1 个答案
已采纳答案

Kiko_品职助教 · 2023年05月04日

嗨,努力学习的PZer你好:


CFA中并没有A和B,是出题人用来凑数的

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努力的时光都是限量版,加油!