问题如下:
2. Which of Capara’s statements regarding tactical asset allocation is correct?
选项:
A.Statement 1
B.Statement 2
C.Statement 3
解释:
A is correct.
The Sharpe ratio is suitable for measuring the success of TAA relative to SAA. Specifically, the success of TAA decisions can be evaluated by comparing the Sharpe ratio realized under the TAA with the Sharpe ratio that would have been realized under the SAA.
请问,statement 2 &3 哪里不对?