[請益] 台銀人壽考題
看板Finance (金融業)作者WantFlying (我不是諧星)時間16年前 (2009/06/22 10:27)推噓23(23推 0噓 21→)留言44則, 18人參與討論串1/3 (看更多)
想請問兩題他的考題 怎麼看都不會算耶
想請板上厲害的大大指導一下 謝謝
高變異數投資組合 市場投資組合
平均報酬率 9% 7%
報酬率標準差 18% 8%
B 1.5 1.0
剩餘數標準差 2.0% 0.0%
請計算高變異數股票型基金的夏普計量和崔納計量為何??
夏普計量答案是44.44% 崔納計量答案是5.33%
可是我怎麼都算不出來 >///<囧 麻煩版上厲害的大大指導一下 謝謝
順便偷偷問一下 有沒有人也跟我一樣去考的阿
不知道要幾分才會有面試的機會 好緊張
唉
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◢ ◢〞 ☆◣ˊWish I can fly high. Jψ
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