Which of the following statements is/are correct? a. A positive alpha could be associated with inferior performance. b. When assessing the performance of actively managed portfolios, it is crucial to keep track of portfolio composition and changes in portfolio mean and risk. c. In the style analysis (introduced by William Sharpe (1992)), the proportion of return variability explained by asset allocation can be attributed to security selection within asset classes. d. Style analysis generally does not help detect window dressing. measure of performance that can be easily interpreted as a differential return relative to a benchmark. f. A positive Jensen's alpha is not a sufficient condition for a managed portfolio to offer a higher Sharpe ratio than the passive benchmark. g. Hedge funds charge performance-based fees that are asymmetric with respect to losses and gains. h. The Sharpe ratio is not appropriate when you are deciding how much to compensate managers. b, c, d, e, and g only a, b, c, d, e, f, g, and h a,b,d,e,f, and h only a,c,f,g, and h only a, b, d, e, f, g, and h only