李同学2019-02-13 13:13:37

Investors who are maximizing risk-adjusted returns, will seek to invest less in securities with: A values of nonsystematic variance equal to 0. B higher values for nonsystematic variance. C lower values for nonsystematic variance. 查看解析 上一题 下一题 正确答案B 您的答案C本题平均正确率：61% Components of IPS, risk and return objectives难度：一般 推荐：      答案解析 Since managers are concerned with maximizing risk-adjusted returns, securities with greater nonsystematic risk should be given less weight in the portfolio. 请问： 1.B,C选项完全对立，这种题答案必出在B C里，在CFA的历届考试中有没有例外？ 2.risk adjusted return除了夏普比例还有什么？定义是怎么定义的？和total variance有关吗？