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Alternative asset classes such as private equity or real estates have smoothed data due to infrequent trading or valuation. Which of the following statements regarding
Alternative asset classes such as private equity or real estates have smoothed data due to infrequent trading or valuation. Which of the following statements regarding the impact of smoothed data is correct? Select one: a. The sm No file chosen an cause the return of those asset classes to be strongly correlated with other asset classes, such as equity and bond b. The smoothed data can lead to overestimation of the diversification benefits of those asset classes c. The standard deviation of returns of those asset classes may be exceptionally large as their prices do not change frequently O d. All of the statements are correct
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