Question
Which of the following is true about the information ratio? It is a ratio of portfolio excess return divided by the alpha. It is the
Which of the following is true about the information ratio?
It is a ratio of portfolio excess return divided by the alpha.
It is the most appropriate performance measurement if the portfolio constitutes the entire investments of an investor.
It is the most appropriate performance measurement if the portfolio constitutes a small part of an investor's investments.
It is a ratio of alpha divided by the standard deviation of the residuals.
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Health Care Finance Basic Tools For Nonfinancial Managers
Authors: Judith J. Baker, R.W. Baker, Neil R. Dworkin
5th Edition
1284118215, 978-1284118216
