MAR这里为什么4%+4%

NO.PZ2022122701000028

问题如下：

The Global Equity Fund seeks a target rate of return (minimum acceptable return) of T-bill return plus 4%. Calculate the Sortino ratio of the Fund given the information provided below.

• The average Fund return over the measurement period is 12%.

• The T-bill rate is constant at 4%.

• The average standard deviation of returns is 14%.

• The average target semi-standard deviation is 8%.

选项：

解释：

Sortino ratio = (Average fund return – Minimum acceptable return) / Target semi-standard deviation

Average fund return for measurement period = 12%

MAR = T-bill + 4% = 4% + 4% = 8%

Target semi-standard deviation for measurement period = 8%

Sortino ratio = (12% – 8%)/ 8% = 0.5

怎么从题干里得到要加这个信息呢？

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NO.PZ2022122701000028 问题如下 The GlobEquity Funseeks a target rate of return (minimum acceptable return) of T-bill return plus 4%. Calculate the Sortino ratio of the Fungiven the information provibelow.• The average Funreturn over the measurement periois 12%.• The T-bill rate is constant 4%.• The average stanrviation of returns is 14%.• The average target semi-stanrviation is 8%. Sortino ratio = (Average funreturn – Minimum acceptable return) / Target semi-stanrviationAverage funreturn for measurement perio= 12%M= T-bill + 4% = 4% + 4% = 8%Target semi-stanrviation for measurement perio= 8%Sortino ratio = (12% – 8%)/ 8% = 0.5 请问考试的时候直接写0.5是不是就可以了？

2025-02-10 16:38 1 · 回答