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Which of the followings is not correct about the style analysis of a mutual fund based on the idea of William Sharpe? Group of answer

Which of the followings is not correct about the style analysis of a mutual fund based on the idea of William Sharpe?

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The R2 of the model indicates the proportion of the fund's return that cannot be explained by the fund's asset allocation

The estimated regression coefficients are required to be strictly positive or zero

The estimated regression coefficients should add up to 1

The model does not determine the fund's performance relative to its benchmark

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