单项选择题

If the threshold return is higher than the risk -free rate, what will be the relationship between Roy’s safety -first ratio (SF) and Sharpe’s ratio

A. The SF ratio will be lower.
B. The SF ratio will be higher.
C. They will be the same.

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热门试题

单项选择题A normal distribution can be completely described by its:

A. mean and variance.
B. skewness and kurtosis.
C. mean and mode.

单项选择题In order to test if Stock A is more volatile than Stock B, prices of both stocks are observed to construct the sample variance of the two stocks. The appropriate test statistics to carry out the test is the:

A. F - test.
B. t - test.
C. Z - test.