Sir, in Q18, by applying exlusiuon principle, I chose option B i.e. High Value Investing. However, a doubt arose. Can it come under GARP also, having high P/B relative to Industry average and IV<P, though the question does not stress ...

Sir and fellow students, Can someone help me understand how to solve this question? Sir did solve it in class but that was so long ago I have zero clue plus this is super long…Is there any easy way to do ...

Q. Which of Shaw’s comments about the MFC Value Fund in Exhibit 1 is most accurate? The comment concerning: A) alpha. B) small-cap tilt. C) value being out of favor. Solution B is correct. Shaw’s comment about a small-cap tilt is correct. Additional exposure to smaller firms resulted ...

In the answer it is said that the portfolio is no longer has a  small cap tilt , but size factor as given by ‘small – big’ a negative coefficient means large cap tilt and positive coefficient means small cap ...

Good evening Sir, I did not understand this question. Options and explanations of the attached question is given here: Options:  A . Long high beta securities and short value securities in months where treasury yields are high B. Short high beta securities and long ...

How is high ROE associated with low persistent factor?