NO.PZ2023101902000060
问题如下:
A manager who obtains an average alpha of 2.5% with a tracking-error of 4%. If he wish the result to be significant to 95%, how many years it is necessary to observe the portfolio return?选项:
A.8.8 years B.9.8 years C.10.8 years D.11.8 years解释:
如题