Please compare Answer 22 and Answer 70 Is both alpha’s are same?
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In Question 61 Beta of stock D is – 0.5 What is the interpretation of negative Beta. Also is this possible in real life?
Question 42 , Answer C In Graph of CML we take standard deviation(Total Risk) on X Axis But in CML, we have fully diversified market portfolio, because of which only systematic risk is present. Why Option A is wrong?
Question 33 , Answer C Please Explain
In Question 6 , Answer A Why Option C is wrong?
In Answer 132, Please explain why at a given level of risk, the IC for a more *RISK – SEEKING* investor would be flatter than that of a less *RISK – SEEKING* investor
What is the variance of a two stock portfolio if 15% is invested in stock A (variance of 0.0071) and 85% in stock B (variance of 0.0008) and the correlation coefficient between the stocks is -0.04? .0007 .0026 .0020 The answer given in the ...
The following table shows information on three different investment strategies with equivalent systematic risk: Annualized Data Strategy Type of Strategy Fees and Expenses Net Return 1 Passive 0% 15% 2 Exploits price patterns 1% 14% 3 Uses fundamental analysis 2% The return, gross of fees and expenses, that causes Strategy 3 to be most consistent with the strong form ...
In the context of strategic asset allocation, adding asset classes with low correlation will most likely improve a portfolio’s risk–return trade-off as long as the stand-alone risk of the added asset class: does not exceed its diversification effect. equals its diversification effect. exceeds its diversification ...
Hi, The query is regarding point and figure chart, the box height will be depending upon the stock size So wanted to ask that there would be multiple grids for each stock technical analyst need to make? regards, Soniya