※ [35~36] . ( 4)
参考答案:B
权证交易实行价格涨跌幅限制,下列计算涨跌幅价格的公式正确的有( )。
A.权证涨幅价格=权证前一日收盘价格+(标的证券当日涨幅价格-标的证券前一日收盘价)×125%×行权比例
B.权证涨幅价格=权证前一日收盘价格+(标的证券当日涨幅价格-标的证券前一日收盘价)×25%×行权比例
C.权证跌幅价格=权证前一日收盘价格-(标的证券前-日收盘价-标的证券当日跌幅价格)×125%×行权比例
D.权证跌幅价格=权证前一日收盘价格-(标的证券前-日收盘价-标的证券当日跌幅价格)×25%×行权比例
An investor's portfolio has a mean return of 15 percent and a coefficient of variation of 1.8. If the risk-free rate of return is 5 percent, the portfolio has the sharpe ratio is closet to:()
A. 0.27.
B. 0.37.
C. 0.56.