Question
Your firm hired Vikram Mehra as an active manager for its pension fund. His benchmark is the Russell 2000 growth index. Which of the following
Your firm hired Vikram Mehra as an active manager for its pension fund. His benchmark is the Russell 2000 growth index. Which of the following statistics is most suitable for evaluating Vikrams performance and risk?
A)VAR and Sharpe ratio
B)Tracking error and information ratio
C)Tracking error and Sharpe ratio
D)VAR and information ratio
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Healthcare Finance Modern Financial Analysis For Accelerating Biomedical Innovation
Authors: Andrew W. Lo, Shomesh E. Chaudhuri
1st Edition
0691183821, 978-0691183824
