姐同学2018-04-01 10:44:40
姐同学老师，这是二级习题集的327题，请问c选项为什么是对的？
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Crystal2018-04-02 14:41:09
Crystal同学你好，关于C选项在原版书的说法是这样的，The beta anomaly is not that stocks with high betas have low returns—they don’t. Stocks with high betas have high volatilities. This causes the Sharpe ratios of high beta stocks to be lower than the Sharpe ratios of low-beta stocks.
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