Assume that a portfolio underperformed its benchmark by 2% in the most recent month. In this scenario,（ ）
A、alphais"-2%"asitreferstotheoutperformance/underperformanceGap
B、duetounderperformance,alphaisdefinitelynegativeandcannotbepositive
C、alphamaybepositiveornegativedependinguponbetaandriskfreerate
D、alphais2%
发布时间：2025-08-12 06:06:18
