2008 CFA Level 1 － Sample 样题(2)－Q15 black, class, style

bingning

15、An analyst gathered the following information about a portfolio's performance over the past ten years:

Mean annual return	12.8%
Mean excess return	7.4%
Standard deviation of annual returns	15.7%
Portfolio beta	1.2

The coefficient of variation and Sharpe measure, respectively, for the portfolio are closest to:

	Coefficient of variation	Sharpe measure
A.	0.82	0.39
B.	0.82	0.47
C.	1.23	0.39
D.	1.23	0.47

A. Answer A

B. Answer B

C. Answer C

D. Answer D

[此贴子已经被作者于2008-11-7 13:41:57编辑过]

puxiaoyu

a

iiu1023

支持

xxjj564

 a

johnheman

so, this is....

kankanbaba

f

sweet33

thanks

magiceden

Thanks for sharing

jzhang21

xie xie

tancynthia

thx