6015统计中等数值题medium

Track Record to Confirm a Sharpe

题目

A strategy has a true annualized Sharpe ratio of 0.5. The t-statistic of the mean return over a track record of T years is approximately t = SR * sqrt(T). How many years of returns are needed before the t-statistic reaches 2 (the usual significance bar)?

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你的答案

数值

years

只填写数值本身，单位 years 已固定在输入框右侧。