[CFA模拟真题] 2006 CFA Level I －NO16 different, following, standard, exactly, return

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16. To evaluate excess return per unit of risk for different portfolios, the most appropriate measure is:

Select exactly 1 answers from the following:
A. variance. B. the Sharpe ratio.
C. standard deviation. D. Chebyshev's inequality.
答案和详解如下！
Feedback: Correct answer: B

 

Quantitative Methods for Investment Analysis, Richard A. DeFusco, Dennis W. McLeavey, Jerald E. Pinto, and David E. Runkle (CFA Institute, 2004), pp. 141?43

2006 Modular Level I, Vol. I, pp. 317-321

Study Session 2-8-m

define, calculate, and interpret the coefficient of variation and the Sharpe ratio

 

The Sharpe ratio measures excess return per unit of risk; portfolios with different means and standard deviations can be meaningfully compared.

fionzheng

d

pwmho

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nijiu

see

nijiu

see

BeyondCFA

b

路西菲尔

b

allancai

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xfh1978

?

pluckf

thank you