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This regression equation is used to test for market timing ability: TP-ft-a + b(rmt - Ft) + (rmt-Ft) xD A portfolio manager that has market

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This regression equation is used to test for market timing ability: TP-ft-a + b(rmt - Ft) + (rmt-Ft) xD A portfolio manager that has market timing skills would have a portfolio in which the regressio has a positive "c" coefficient has a negative "c" coefficient has a positive "a" coefficient O has a negative "a" coeffcient

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