题目
Tim is evaluating 4 funds run by 4 independent managers relative to a benchmark portfolio that has an expected return of 7.4% and volatility of 14%. He is interested in investing in the fund with the highest information ratio that also meets the following conditions in his investment guidelines:I Expected residual return must be at least 2%.II Residual risk relative to the benchmark portfolio must be less than 2.5%.Based on the following information which fund should he choose?「huixue_img/importSubject/1564170579400069120.png」
选项
A.Fund A
B.Fund B
C.Fund C
D.Fund D
答案
D
解析
「huixue_img/importSubject/1564170579475566592.png」计算数据如下： 基金B和D都满足要求，而基金D的信息比率更高。