Address the following questions about the information ratio. A. What is the information ratio of an index
Question:
A. What is the information ratio of an index fund that effectively meets its investment objective?
B. What are the two types of risk an active investment manager can assume in seeking to increase his information ratio?
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A An index fund that effectively meets its investment obje...View the full answer
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Related Book For 
Quantitative Investment Analysis
ISBN: 978-1119104223
3rd edition
Authors: Richard A. DeFusco, Dennis W. McLeavey, Jerald E. Pinto, David E. Runkle
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