问题如下图：
请问怎么计算的？请问
选项：
A. 
B. 
C. 
解释：
NO.PZ2015121801000139 问题如下 Three equity funmanagers have performanrecor summarizein the following table: Given a risk-free rate of return of 2.60%, whimanager performebest baseon the Sharpe ratio? A.Manager 1 B.Manager 2 C.Manager 3 C is correct. The Sharpe ratio is the meexcess portfolio return per unit of risk,SR= (Rp-Rf)/σp，where a higher Sharpe ratio incates better performance: SR1=1.12SR2=1.05SR3=1.28 Mananger 3 算出来的好像是1.3013
NO.PZ2015121801000139问题如下 Three equity funmanagers have performanrecor summarizein the following table: Given a risk-free rate of return of 2.60%, whimanager performebest baseon the Sharpe ratio? A.Manager 1B.Manager 2C.Manager 3C is correct. The Sharpe ratio is the meexcess portfolio return per unit of risk,SR= (Rp-Rf)/σp，where a higher Sharpe ratio incates better performance: SR1=1.12SR2=1.05SR3=1.28这个计算为何不用带%？而且带%算出的结果是1最好，这是为啥呢？
NO.PZ2015121801000139问题如下Three equity funmanagers have performanrecor summarizein the following table: Given a risk-free rate of return of 2.60%, whimanager performebest baseon the Sharpe ratio? A.Manager 1B.Manager 2C.Manager 3C is correct. The Sharpe ratio is the meexcess portfolio return per unit of risk,SR= (Rp-Rf)/σp，where a higher Sharpe ratio incates better performance: SR1=1.12SR2=1.05SR3=1.28SR公式能代入数字嘛？因为经常不明白每个提名字到底是代入哪个数
