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- 2
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- 2014-8-10
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- 2016-4-12
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Safety-First Ratio; Shortfall Risk
Portfolio A has a safety-first ratio of 1.3 with a threshold return of 2%. What is the shortfall risk for a threshold return of 2%?
A.9.68%
B. 40.30%
C. 90.30%
完全不明白要怎么算。。。求助。。。 |
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发表于 2014-10-1 15:02
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