The tracking error of an optimized portfolio can be expressed in terms of the ____________ of the portfolio, and thus reveals ____________.
A) return; portfolio performance
B) total risk; portfolio performance
C) beta; portfolio performance
D) beta; benchmark risk
E) relative return; benchmark risk
Correct Answer:
Verified
Q11: Active portfolio managers try to construct a
Q12: The critical variable in the determination of
Q13: Benchmark risk is defined as
A) the return
Q14: Absent research, you should assume the alpha
Q15: The _ model allows the private views
Q17: If you begin with a _ and
Q18: The Black-Litterman model and Treynor-Black model are
A)
Q19: The Black-Litterman model is geared toward _
Q20: The Treynor-Black model is a model that
Q21: There appears to be a role for
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