5. Suppose an active equity manager has earned an active return of 110 basis points, of which...

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5. Suppose an active equity manager has earned an active return of 110 basis points, of which 80 basis points is the result of security selection ability. Explain the likely source of the remaining 30 basis points of active return.

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Quantitative Investment Analysis

ISBN: 9781119743620

4th Edition

Authors: CFA Institute

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Question Posted: Oct 28, 2024 03:02 AM

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5. Suppose an active equity manager has earned an active return of 110 basis points, of which...

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Quantitative Investment Analysis

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