[单选题]

·Mean annual return          4%
  ·Mean excess return          8.6%
  ·Standard deviation of annual returns   23.4%
  ·Portfolio beta            6
  The coefficient of variation and Sharpe measure, respectively, for the portfolio are closest to:
Coefficient of variation  Sharpe measure

A.0.82        0.37

B.1.32        1.23

C.1.32        0.37

参考答案与解析:

相关试题

An investor's portfolio has a mean return of 15 percent and a coefficient of variation of<br

[单选题]An investor's portfolio has a mean return of 15 percent and a coefficient o

  • 查看答案
  • A sample of 240 managed portfolios has a mean annual return of 0.11 and a standard deviation of retu

    [单选题]A sample of 240 managed portfolios has a mean annual return of 0.11 and a s

  • 查看答案
  • A sample of 240 managed portfolios has a mean annual return of 0.11 and a standard deviation of retu

    [单选题]A sample of 240 managed portfolios has a mean annual return of 0.11 and a s

  • 查看答案
  • When using stock return data, a geometric mean return calculation is most likely preferred over a ge

    [单选题]When using stock return data, a geometric mean return calculation is most l

  • 查看答案
  • 有以下程序<br />#include <stdio.h><br />int f(int x, int y)<br />{  return((

    [单选题]有以下程序#include int f(int x, int y){ return((y-x)*x); }void main(){

  • 查看答案
  • 有以下程序:<br />#include <stdio.h><br />int fun(int n)<br />{ if(n)return fun(n-

    [单选题]有以下程序:#include int fun(int n){ if(n)return fun(n-1)+n;else return

  • 查看答案
  • I didn’t mean to do that. Please forgive me. <br/>—_______.

    [单选题]I didn’t mean to do that. Please forgive me. —_______.A.Not too bad.B. That

  • 查看答案
  • I didn’t mean to do that. Please forgive me. <br />_______.

    [单选题]I didn’t mean to do that. Please forgive me. _______.A.Not too bad.B.That’s

  • 查看答案
  • Given the following portfolio data, the portfolio return is closest to:<br /><img border=&q

    [单选题]Given the following portfolio data, the portfolio return is closest to:A.8.

  • 查看答案
  • Use the following data to calculate the standard deviation of the return:<br />·50% chance of

    [单选题]Use the following data to calculate the standard deviation of the return:·5

  • 查看答案
  • ·Mean annual return          4%<br />  ·Mean excess return          8.6%<br />  ·Standar