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A portfolio with a rate of return 15%, residual standard deviation 4% and alpha 2%, whats the portfolios information ratio? A. 0.50 B. 0.70 C.
A portfolio with a rate of return 15%, residual standard deviation 4% and alpha 2%, whats the portfolios information ratio?
A. | 0.50
| |
B. | 0.70
| |
C. | 0.90
| |
D. | 1.00
|
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