NO.PZ2018091701000031
问题如下：
Which of the following statement would most likely increase manager’s information ratio?
选项：
A.The portfolio is constrained.
B.The number of securities forecast is decreasing.
C.The portfolio is unconstrained.
解释：
C is correct.
考点：IR的性质
解析： 根据公式IR=TC*IC*√BR, C选项TC=1，相比A可以获得更大的IR。B选项影响BR，BR减小，IR减小。
什么叫uncontrained，让TC=1？求解释
