Question
Assume the following daily closing for Kuala Lumpur Composite Index (KLCI). Day KLCI 1 1130 2 1250 3 1315 4 1240 5 1310 6 1290
Assume the following daily closing for Kuala Lumpur Composite Index (KLCI).
Day | KLCI |
1 | 1130 |
2 | 1250 |
3 | 1315 |
4 | 1240 |
5 | 1310 |
6 | 1290 |
7 | 1270 |
8 | 1265 |
9 | 1250 |
10 | 1240 |
Assume the index on Day 11 closes at 1290. What would be your decision based on the signal
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Investment Analysis and Portfolio Management
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