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chanson · 2020年12月12日

问一道题:NO.PZ2018070201000123

问题如下:

A manager lists some risk objectives as below, which is most likely a relative risk objective?

选项:

A.

The risk of a fund will not exceed $4 million in one day at 95% probability.

B.

The risk of a fund will not below that of the FTSE by 100 basis points.

C.

The risk-adjust return of the fund will not be lower than 12%.

解释:

B is correct.

Comparing a fund's performance with a selective benchmark is a relative measure method of risk objective.

请问C错在哪里?

1 个答案

丹丹_品职答疑助手 · 2020年12月13日

嗨,从没放弃的小努力你好:


同学你好,请问c选项您的计算依据是?


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虽然现在很辛苦,但努力过的感觉真的很好,加油!