The effectiveness of portfolio diversification can be measured by the coefficient of determination, which is the correlation between excess returns on the market and those on the fund.
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Q1: Most funds show a positive performance compared
Q2: A portfolio manager with a beta less
Q4: Michael Jensen uses the security market line
Q5: Over 20-year rolling periods, the worst performance
Q6: When the U.S. T-bill rate is 5.75%,
Q7: In general, the best portfolio managers are
Q8: Most law suits against fund managers are
Q9: Alpha must always be a positive number.
Q10: The wise money manager will generally adhere
Q11: R2 is a good measure of efficient
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