NO.PZ2018091701000028 问题如下 Analysts collectesome information about active portfolio management:The Sharpe ratio procecombining Portfolio 1 anbenchmark is closet to: A.2.37 B.1.54 C.1.45 B is correct. 考点:investing in both the actively manageanbenchmark portfolios 解析先求组合1 的IRIR=8%/5.5%=1.45再求一个新的SR，公式为SR2P=SR2B+IR2=2.37，然后再开根号等于1.54. 这道题我算的是1.597280，和答案不一样啊
2024-04-29 11:36
2 · 回答
老师请问，有助教的回答“这里面“不变的SR”就是根据公式算出来的SRp。单个资产的SR在混入benchmark后是变化的，不变的是IR。”为何不变的是IR？
2020-03-09 00:09
1 · 回答
老师， portfolio A和benchmark作出的组合的SR为什么不是介于他俩的SR之间的呢？谢谢
2020-03-05 04:38
1 · 回答
active risk和expective volatility分别是什么？为什么一会后者又是代表风险？
2020-01-19 22:03
2 · 回答
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