The Layton Growth Fund has an alpha of 2.1 percent. You have determined that Laytons information ratio

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The Layton Growth Fund has an alpha of 2.1 percent. You have determined that Layton’s information ratio is 0.5. What must Layton’s tracking error be relative to its benchmark?

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Fundamentals of Investments, Valuation and Management

ISBN: 978-1259720697

8th edition

Authors: Bradford Jordan, Thomas Miller, Steve Dolvin

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Question Posted: Nov 15, 2018 10:15 AM

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The Layton Growth Fund has an alpha of 2.1 percent. You have determined that Laytons information ratio

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Fundamentals of Investments, Valuation and Management

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