答案和详解如下： Q15. D 07 Modular Level I, Vol.1, pp289-292 Study Sessions 3-7-h The coefficient. of variation is the standard deviation of returns divided by the mean return and the Sharpe ratio is the excess return divided by the standard deviation: CV=15.7/12.8=1.23 Sharpe ratio=7.4/15.7=0.47 | 
发表于 2007-11-14 06:13
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