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A prudent approach to allocate funds across multiple risky assets is to allocate 80% of your funds in the market (i.e. the SPY) and the

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A prudent approach to allocate funds across multiple risky assets is to allocate 80% of your funds in the market (i.e. the SPY) and the rest 20\% actively managed according to which of the following standards allocate more funds to assets that have high information ratio, which is alpha scaled by variation of noise. allocate funds equally in the rest risky assets. allocate more funds to assets that have low information ratio, which is alpha scaled by variation of noise. allocate more funds to assets that have high expected returns

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