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CFA考试(Level Ⅰ) - 相关题库
单选题 编号:2690764
1. An analyst does research about survivorship bias and its impact to measurement ratios. Hedge fund databases and indexes that suffer from survivorship bias because of a failure to comply with performance presentation standards are most likely to overstate:
  • A.Sharpe ratios
  • B.Standard deviation of returns
  • C.Correlations with returns from common stocks

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