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Analyst Zhang is studying a new investment strategy on US stocks. The strategy has an annual alpha of 0.8% (t-stat of 2.2). The strategy

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Analyst Zhang is studying a new investment strategy on US stocks. The strategy has an annual alpha of 0.8% (t-stat of 2.2). The strategy is Economically significant but statistically insignificant Economically insignificant but statistically significant Economically significant and statistically significant Economically insignificant and statistically insignificant

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