A fund manager scrutinizing the record of two market timers comes up with this information: a. What

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A fund manager scrutinizing the record of two market timers comes up with this information:

a. What are the conditional probabilities, P 1 and P 2 , and the total ability parameters for timers A and B?

b. Using the data given in this problem, and the historical data in the previous problem, what is a fair monthly fee for the two timers?
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Essentials Of Investments

ISBN: 9780697789945

8th Edition

Authors: Zvi Bodie, Alex Kane, Alan J. Marcus

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