题目
题目
单项选择题

The Sharpe ratio

选项
A.measures the systematic (market) risk
B.measures the idiosyncratic (individual) stock risk
C.measures the marginal return for risk
D.measures the marginal propensity to consume
E.measures risk of a portfolio
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标准答案
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思路分析
The question asks about the Sharpe ratio and provides several possible characterizations. Option 1: 'measures the systematic (market) risk' — This is not what the Sharpe ratio does. Systematic risk is typically captured by beta in the capital asset pricing model, not by the Sharpe ratio, which uses total risk (standard deviation) in its denominator. So this statement is inaccurate. Op......Login to view full explanation

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