答案和详解如下： Q16. B 07 Modular Level I, Vol.1, pp395-398 Study Sessions 3-9-i The Sharp ratio is equivalent to using the risk free rate as the shortfall level in Roy’s safety-first criterion. The higher the safety-first ratio, the lower is the probability of earning less than the risk-free rate. | 
发表于 2007-10-27 18:22
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