1.

Which of these is the maximum value of the SR averaged over all values of EWMA statistic?

A. (SR_{max} (EWMA)=L frac{(2- )}{ } )
B. (SR_{max}(EWMA)=L sqrt{ frac{(2- )}{ }} )
C. (SR_{max} (EWMA)=L+ sqrt{ frac{(2- )}{ }} )
D. (SR_{max} (EWMA)=L- sqrt{ frac{(2- )}{ }} )
Answer» C. (SR_{max} (EWMA)=L+ sqrt{ frac{(2- )}{ }} )


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