Mock 2012 AM Q22 - 【CFA学习难点答疑解惑】 - CFA论坛

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发表于 2013-4-22 05:54 | 显示全部帖子

For the Aggressive FOF , the sharpe ratio is 1.00 which is greater than the portionfolio sharpe ratio * correlation which is 0.2875 , so still dont understand why the answer for this one is C?

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