开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

kate · 2018年09月01日

问一道题：NO.PZ2018062001000006 [ CFA I ]

  1. CFA I
  2. Quantitative

问题如下图：

选项：

A.

B.

C.

解释：

无风险利率怎么算出来的?
添加评论
1 个答案

菲菲_品职助教 · 2018年09月01日

同学你好，这道题目不需要求出Rf具体等于多少，因为题目已经告诉你Ri-Rf的值是多少。无风险利率一般题目都会给的，也不需要自己算哈。

  • 1

    回答

  • 1

    关注

  • 399

    浏览
相关问题

NO.PZ2018062001000006 问题如下 Anis, analyst from investment company, recently gatherethe following information:Whiof the following statements is correct? A.Portfolio 1 hthe largest Sharpe ratio therefore perform the best. B.Portfolio 2 hthe largest Sharpe ratio therefore perform the best. C.Portfolio 3 hthe smallest Sharpe ratio therefore perform the best. The Sharpe ratio is a measure for calculating risk-austereturn. The one with largest Sharpe ration performs the best.It ccalculateas: Sharp ratio=(Ri-Rf)/ σPortfolio 1: Sharpe ratio =6.8/21.6 = 0.3148 Portfolio 2: Sharpe ratio =7.5/20.3 = 0.3695Porfolio 3: Sharpe ratio =10.3/34.9 = 0.2951.Portfolio 2 hthe largest sharpe ratio, therefore it performs the best. 这两个的区别和应用场景是什么

2022-12-09 10:35 1 · 回答