问题如下图：
选项：
A. 
B. 
C. 
解释：
既然expect return都直接给了，为什么不用expect return直接相减？10%-9.4%？
NO.PZ201710100100000402 老师好 这题如果只求active return, 是否就可以用expereturn直接相减？10%-9.4%？谢谢。
zero. positive. B is correct. Active return from asset allocation is rivefrom fferences between the benchmark weight anthe portfolio weight across asset classes. For FunX, the expecteactive return from asset allocation is calculateas: Active Return from Asset Allocation = sumj=1MΔWjRB,j=(60-60)RB,e+(40-40)RB,b=0sum_{j=1}^M\lta W_jR_{B,j}\text{=}{(60\text{-}60)}R_{B,e}\text{+}{(40\text{-}40)}R_{B,b}=0sumj=1MΔWjRB,j=(60-60)RB,e+(40-40)RB,b=0 Where ltaWjlta WjltaWj is the fferenin the active portfolio anthe benchmark asset weights, RB,eR_{B,e}RB,e is the benchmark’s return from globequities, anRB,bR_{B,b}RB,is the benchmark’s return from globbon. Because FunX hthe same asset weights the benchmark across the two asset classes (60% globequities, 40% globbon), the expecteactive return from asset allocation is zero. 考点composition of Value Ae解析注意题干“active return from asset allocation”。代入公式 sumj=1M(wp,j−wB,j)RB,j=(60%−60%)RB,j+(40%−40%)RB,j=0sum_{j=1}^M(w_{p,j}-w_{B,j})R_{B,j}=(60\%-60\%)R_{B,j}+(40\%-40\%)R_{B,j}=0sumj=1M(wp,j−wB,j)RB,j=(60%−60%)RB,j+(40%−40%)RB,j=0最后一行的Portfolio weight SR 是什么意思？
这题如果用SRP²=SRB²+IR² 不是应该选C吗
