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- 2016-11-15
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relating to "Shotfall risk" SFR
Portfolio A has a SRF% of 1.3 with a threshold return of 2%. What is the shotfall risk for a threshold return of 2%?
answer is 9.68%
P233 no.29 in the book 1 of kaplan
想了解一下解题思路？好昏的感觉看答案 |
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发表于 2016-11-14 14:33
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