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Which of the following rebalancing methodologies will have the highest market impact cost? Equal weighting where the portfolio is rebalanced every 3 months Contrarian or

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Which of the following rebalancing methodologies will have the highest market impact cost? Equal weighting where the portfolio is rebalanced every 3 months Contrarian or Constant Proportion Momentum or Portfolio Insurance (with leverage) Buy and Hold Momentum or Portfolio Insurance (without leverage) Two traders are interested in the asset BZAQ since they both estimate that the asset is undervalued. The trading book at the moment shows the following details regarding BZAQ shares: Trader A wants to buy $10,000 while trader B wants to buy $600,000 worth of BZAQ shares. Calculate the market impact cost (in \$) for both traders IF they complete their trades based on the order book. $0.1:$0.423 $1:$2750 $0;$1750 $0:$0.046 0.1%:0.423% An investor wishes to choose between (1) two active Large Capitalized equity funds - A Large Capitalized Growth Fund and a Large Capitalized Value fund, OR (2) An active Large Capitalized Blend fund. Which of the following statements is incorrect? A Blend Fund may be biased towards either Value or Growth during a particular period. A Value fund manager specializes in generating active returns/Alphas by analyzing firms that are priced lower than their peers in the industry based on some form of relative pricing analysis such as Price to Earning ratio A Growth fund manager specializes in generating active returns/Alphas by analyzing firms that are will grow at a rate higher than their peers A Blend fund is actually an index fund and is not an active fund. A Blend Fund combines the advantages of both investment styles (Value and Growth) Consider a portfolio manager who wishes to allocate two core-plus bond funds. The Morningstar Bond Style for both funds are provided below: If the portfolio manager allocates 30% to Fund A and 70% to Fund B, what would be the Style of the resulting portfolio of the two core-plus bond funds? None of the other ars wers provided are comect

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