Question
Which index should be used as a benchmark when evaluating the performance of XYZ mutual fund? Index 1. Beta 0.75 /R-squared 0.80, Index 2. Beta
Which index should be used as a benchmark when evaluating the performance of XYZ mutual fund?
Index 1. Beta 0.75 /R-squared 0.80, Index 2. Beta 1.1/R-squared 0.90, Index 3. Beta 1.25/R-squared 0.95, Index 4. Beta 1.5/r-squared 0.50
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A First Course in Quantitative Finance
Authors: Thomas Mazzoni
1st edition
9781108411431, 978-1108419574
