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1. Calculate the annualized alpha, tracking error, and information ratio based on the 12 monthly returns below: Month Active Return (%) 0.37 -0.31 -0.55 0.09
1. Calculate the annualized alpha, tracking error, and information ratio based on the 12 monthly returns below: Month Active Return (%) 0.37 -0.31 -0.55 0.09 0.37 -0.05 -0.62 0.06 0.46 -0.09 0.58 0.84 1. Calculate the annualized alpha, tracking error, and information ratio based on the 12 monthly returns below: Month Active Return (%) 0.37 -0.31 -0.55 0.09 0.37 -0.05 -0.62 0.06 0.46 -0.09 0.58 0.84
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Advanced Accounting
Authors: Joe Hoyle, Thomas Schaefer, Timothy Doupnik
10th edition
0-07-794127-6, 978-0-07-79412, 978-0077431808
