Yeap..the one with atleast 0.3 Sharpe but highest IR. That was the one with lowest IR..i think it was option D. Otherwise i think B had the highest IR.
I agree...There were a lot of questions with unnecessary info. Also, and maybe it was my personal experience but i found the first 50 questions to be really time consuming. I remember i was at 10:30 mark when i started off with the second half of my exam. The barbell question was exactly similar...
Hi,
I was going through this reading and i cannot understand the explanation for Q7 of end of chapter questions. I was hoping if someone could clarify as to how are the variance and standard deviation is calculated for N=20, 50 and 100.
Thanks.
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