Answered step by step
Verified Expert Solution
Question
1 Approved Answer
A negative information ratio implies the standard deviation of the index is less than the standard deviation of the benchmark. the return of the portfolio
A negative information ratio implies
the standard deviation of the index is less than the standard deviation of the benchmark.
the return of the portfolio is less than the return of the benchmark.
the standard deviation of the benchmark is less than the standard deviation of the portfolio.
the information ratio cannot have a negative value.
the return of the benchmark is less than the return of the portfolio.
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started