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Two managers: Mr . Macro and Ms . Selection Mr . Macro has sector rotation model, built around 1 1 sector SPDRs Ms . Selection

Two managers: Mr. Macro and Ms. Selection
Mr. Macro has sector rotation model, built around 11 sector SPDRs
Ms. Selection has valuation model applied to 240 stocks in TSX
Both models have same track record in terms of correlation of predictions to outcome
Mr. Macro had 1% alpha and 9% TE
What is IR for Mr. Macro and Ms. Selection?

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