2026年 CFA 三级投资组合绩效评估模拟卷含解析.docxVIP

2026年CFA三级投资组合绩效评估模拟卷含解析

考试时间：______分钟总分：______分姓名：______

一、选择题

1.Aninvestmentmanagerreportsaportfolioreturnof12%overthepastyear.Thebenchmarkreturnfortheyearwas8%.Themanagersalpha,usingthestandarddeviationoftheportfoliosexcessreturnastheriskmeasure,isclosestto:

A.4.0%

B.4.4%

C.6.0%

D.6.4%

2.WhichofthefollowingstatementsregardingtheSharperatioandSortinoratioismostaccurate?

A.TheSortinoratiousesthestandarddeviationoftheportfolioreturnasthedenominator,whiletheSharperatiousesthesquarer