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risk cannot be eliminated through diversification. Correlated Uncorrelated Moving Average Breakway Gap A time series momentum strategy will own the best performing assets based on
risk cannot be eliminated through diversification. Correlated Uncorrelated Moving Average Breakway Gap A time series momentum strategy will own the best performing assets based on returns over a specific look-back period. True False I affirm that during this exam I will neither give nor receive any unauthorized assistance. I am fully aware of the consequences of my behavior with respect to academic integrity. I am aware that this is a closed-book exam. True False
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