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Using the information below evaluate the following: Manager Return:14% Investors Benchmark: 10% Normal Portfolio Return: 9% Total Active Risk: 5.4% Misfit Active Risk: 3.3% a)
Using the information below evaluate the following:
Manager Return:14%
Investors Benchmark: 10%
Normal Portfolio Return: 9%
Total Active Risk: 5.4%
Misfit Active Risk: 3.3%
a) Active Return ?
b) True Active Return ?
c) Misfit Active Return ?
d) True Active Risk ?
e) True Information Ratio ?
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