[一級(jí)風(fēng)險(xiǎn)管理基礎(chǔ)] 老師，請(qǐng)問(wèn)這道題為什么不選A呢，market portfolio不是分散化的組合嗎，B應(yīng)該用來(lái)衡量非分散化的組合啊

userld475h 發(fā)布于：2019-10-29 19:13:45 瀏覽251次   FRM FRM Part I
During the same time period the average annual rate of return on the market portfolio was 13% with a standard deviation of 19%. In order to assess the portfolio performance of the above managers you should use: A. The Treynor measure of performance. B. The Sharpe measure of performance. C. The Jensen measure of performance. D. The Sortino measure of performance. Answer: B
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金老師 發(fā)布于2019-10-30 16:18:12

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