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Question 6 10 pts Which of the following is NOT possible concerning the return on an active portfolio? The average active return is negative and
Question 6 10 pts Which of the following is NOT possible concerning the return on an active portfolio? The average active return is negative and the tracking error is positive. The Sharpe ratio of the active portfolio is lower than the Sharpe ratio of the benchmark The Sharpe ratio of the active portfolio is higher than the Sharpe ratio of the benchmark The average active return is positive and the tracking error is negative. The average active return is positive and the alpha is negative, Question 7 10 pts Which of the following statements concerning the Russell benchmark in FALSE
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