Okay: I only glossed over this material, so I don’t know if I was right: Question 40: They showed a few portfolios, but they wanted the true active return and the misfit return for portfolio five. His active return was 2% They didn’t show his “normal return,” so I wasn’t sure what to do. The answers (true/misfit) were as follows: A: -1%/3% B: -1%/2% C & D both had 3% for true, but I forgot what they had for misfit. I picked A, because it was the only answer that added up to 2% (his total active return). Am I right? Question 41: They showed in the vignette that his TRUE active risk was 5%. They asked for his true Info ratio. I said that it was -.4 – because I figured it was -2% / 5% Again, am I right? I imagine this would be easy to someone who adequately studied it. Not me, though.
no -.20 was true IR
I got -1, 3, -.2 info ratio.
purrrrrrfect emar
same here, -1, 3 and -0.2, though I had doubt in -0.2
Wait, I put -.2 for the true info ratio. So, everyone likes 1, 3 and -0.2? Nice.
i love it
correct
emarkhans Wrote: ------------------------------------------------------- > I got -1, 3, -.2 info ratio. i believe i got the same
woooooooot. let’s grade the exam on this question only.