Assume the following: benchmark index = Salomon Smith Barney BIG Bond Index expected return for benchmark index
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benchmark index = Salomon Smith Barney BIG Bond Index
expected return for benchmark index = 7%
forward-looking tracking error relative to Lehman Aggregate Bond Index = 200 basis points
Assuming that returns are normally distributed, complete the following table:
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With an expected return of 7 and a standard deviation of 200 basis points or 2 then a normal distrib...View the full answer
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Sinmon Warui Kamau
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