问题如下：
According to Roy's safety-first criterion, which portfolio is the optimal one, assuming a 5% threshold level's return?
选项：
A.Portfolio B.
B.Portfolio A.
C.Portfolio C.
解释：
C is correct
Using Roy's safety-first criterion, SFR of C = (18- 5) /35=0.3714 is the largest, so portfolio C is the optimal one.
此题的SFR和前面的Sharp ratio是一个意思吗？有什么区别和联系吗？
