An investor wishes to implement sector rotation investment strategy which requires the analyst to forecast which sector is likely to perform better than other sectors over the next investment horizon, and then increase allocation to that sector in comparison to the market index. This investment strategy is designed to beat the market index. Which of the following statement is incorrect regarding the sector rotation investment management process? If the signal for the Sector Rotation Strategy is ambiguous, then all sectors must be allocated in the same weight as the market. The signal for the strategy may be based on the shape of the yield curve. A positive twist in the yield curve will signal that investor should allocate more capital to the cyclical sectors. The investment philosophy of Sector Rotation strategy is that industry sectors can get mis-priced as investors can become too optimistic or pessimistic regarding the prospects of a sector. The signal for the Sector Rotation Strategy will be captured using the largest equities from each sector since the largest equities are most liquid. If the signal for the Sector Rotation strategy suggests that a certain sector is undervalued, then the investor should allocate more than the market's allocation to that sector. An investor wishes to implement sector rotation investment strategy which requires the analyst to forecast which sector is likely to perform better than other sectors over the next investment horizon, and then increase allocation to that sector in comparison to the market index. This investment strategy is designed to beat the market index. Which of the following statement is incorrect regarding the sector rotation investment management process? If the signal for the Sector Rotation Strategy is ambiguous, then all sectors must be allocated in the same weight as the market. The signal for the strategy may be based on the shape of the yield curve. A positive twist in the yield curve will signal that investor should allocate more capital to the cyclical sectors. The investment philosophy of Sector Rotation strategy is that industry sectors can get mis-priced as investors can become too optimistic or pessimistic regarding the prospects of a sector. The signal for the Sector Rotation Strategy will be captured using the largest equities from each sector since the largest equities are most liquid. If the signal for the Sector Rotation strategy suggests that a certain sector is undervalued, then the investor should allocate more than the market's allocation to that sector