Question #14

Reading: Reading 40 Analysis of Active Portfolio Management

PDF File: Reading 40 Analysis of Active Portfolio Management.pdf

Page: 6

Status: Correct

Correct Answer: A

Part of Context Group: Q13-14
Shared Context
- If the FTSE 100 and Crystal fund are combined in an optimal portfolio, what proportion should be invested in Crystal? A) 136%. B) 146%. C) 156%.
Question
Which are the correct definitions of the transfer coefficient included in Radichkova's report?
Answer Choices:
A. 1 and 2
B. 2 and 3
C. 1 and 3
Explanation
The first two are correct definitions whereas number 3 is the definition of the information coefficient.
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