An analyst gathered the follo

zhongtiku• 11-09• 答案库•阅读 1

An analyst gathered the following information about the performance of three categories of mutual funds over the same time period:If the returns from all funds were normally distributed, the mutual fund category that minimized the probability of earning l...

2021年CFA考试《Level Ⅰ》考试题库-CFA考试（Level Ⅰ）-Mock Exam 1 Afternoon Session-

财会经济-CFA特许金融分析师

单选题-An analyst gathered the following information about the performance of three categories of mutual funds over the same time period:If the returns from all funds were normally distributed, the mutual fund category that minimized the probability of earning less than the risk-free rate of return is most likely category:

单选题

A.1

B.2

C.3

我个人认为这个应该是：C

解析：The Sharpe ratio is equivalent to using the risk-free rate as the shortfall level in Roy's safety-first criterion. The higher the safety-first ratio, the lower is the probability of earning less than the risk-free rate.

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