Question
A portfolio has the following characteristics: a beta of 1.1, a standard error vs. the benchmark of 3%, an average dividend yield lower than that
A portfolio has the following characteristics: a beta of 1.1, a standard error vs. the benchmark of 3%, an average dividend yield lower than that of the S&P 500 and a PE ratio and an average predicted long term growth rate of the holdings higher than that of the S&P 500. The average market capitalization of the companies in the portfolio is $100 billion.
Which style is it most likely to be?
| Small Cap | ||
| Value | ||
| Deep Value | ||
| Growth |
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Finance And Sustainability
Authors: William Sun, Celine Louche, Roland Perez
1st Edition
1780520921, 978-1780520926
