Suppose you are considering whether Portfolios A, B, and C presented in Table 13.1 should be included

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Suppose you are considering whether Portfolios A, B, and C presented in Table 13.1 should be included in a broader master portfolio. Should you select one, two, or all three of these portfolios to include in your master portfolio?

Table 13.1

Investment Performance Data Portfolio A B T3000  M F R 12% 15 20 15 5 40% 30 22 15 0 S5  .5 .75 1.4 1.0

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Fundamentals Of Investments Valuation And Management

ISBN: 9781266824012

10th Edition

Authors: Bradford Jordan, Thomas Miller, Steve Dolvin

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