被同学2020-11-21 18:58:27

老师好，这个知识点我都知道，但是这道题想问的是什么我理解不了。 57 Lange is least likely to use the Sharpe ratio to evaluate the ex post portfolio returns of: A Manager 1. B Manager 3. C Manager 2. C is correct. The Sharpe ratio is unaffected by the addition of cash or leverage in a portfolio and would thus not be appropriate to evaluate a portfolio in which an allocation to cash was a key part of the investment decision process. A is incorrect because Portfolio A has neither cash nor leverage as a component of its investment decisions. B is incorrect because Portfolio C has neither cash nor leverage as a component of its investment decisions.