10. The track record of three fund managers is given below:
Average Active return Tracking Error
Fund Manager A 5% 2%
Fund Manager B 2% 1%
Fund Manager C 6% 4%
Based on the data, which fund manager has the best risk-adjusted record?
A. Fund Manager A.
B. Fund Manager B.
C. Fund Manager C.
Bạn đang xem 10. - CFA 2018 LEVEL 2 PORTFORLIO QUESTION BANK R48 INTRODUCTION TO MULTIFACTOR MODELS Q BANK
