2008 CFA Level 1 － Sample 样题(2)－Q16 class, black, style

bingning

16、An analyst gathered the following information about the performance of four categories of mutual funds over the same time period:

Mutual Fund Category	Standard Deviation	Sharpe Ratio
1	18.9%	0.23
2	15.4%	0.35
3	14.3%	0.29
4	12.8%	0.27

If the returns from all funds were normally distributed, the mutual fund category that minimized the probability of earning less than the risk-free rate of return is most likely category:

A. 1.

B. 2.

C. 3.

D. 4.

[此贴子已经被作者于2008-11-7 13:48:04编辑过]

xxjj564

 a

johnheman

so, this is....

johnheman

so, this is....

kankanbaba

f

magiceden

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tmchan1234

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jzhang21

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tancynthia

thx

cafeciao

[em01]