RAROC (Risk-Adjusted Return on Capital) is calculated as:    单项选择题

A

Expected return Standard deviation of return

B

One-year earnings on loan Expected loss Capital at risk (unexpected loss)

C

Net interest income Total assets

D

Net income Equity capital

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 The following data has been collected to appraise the following four funds:   Fund  A Market Index  Return 8.25% 8.60% Beta 0.91 1.00 Standard deviation 3.24% 3.55% Tracking error* 0.43%   Tracking error is the standard deviation of the difference between the Fund Return and the Market Index Return. The risk-free rate of return for the relevant period was 4%. Use the above information to solve the following questions: The M2 is_______

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