赞题库-背景图
单项选择题

An analyst is investigating the performance of four portfolio over the same time period and gathered the following information:()

A.Portfolio
B.standard Deviation
C.Sharpe Ratio
D.1
E.17.9%
F.0.21
G.2
H.15.6%
I.0.24
J.3
K.13.8%
L.0.30