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- 2011-7-2
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- 2015-12-29
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1) True: Systematic risk = market risk ONLY which is the measure of Treynor.
2) True: High sharpe means that it therefore diversified away most of the non-systematic risk
3) False: Cannot confirm that with the data provided. They could both have negative sharpe ratios |
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发表于 2011-7-11 19:30
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