Question
Portfolio A had an alpha value of 2% last year, and contained 2 stocks. Portfolio B had an alpha value of 2% last year, and
Portfolio A had an alpha value of 2% last year, and contained 2 stocks. Portfolio B had an alpha value of 2% last year, and contained 200 stocks. True orfalse: The portfolio with the higherinformationratio is most likely B.
True
False
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Technical Analysis Of Stock Trends
Authors: Robert D. Edwards, John Magee, W.H.C. Bassetti
9th Edition
0814408648, 978-0814408643
