A manager whose relative performance is worse during market downturns most likely has a capture ratio that

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A manager whose relative performance is worse during market downturns most likely has a capture ratio that is:

A. less than one.

B. equal to one.

C. greater than one.

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Portfolio Management In Practice Volume 1

ISBN: 9781119743699

1 Edition

Authors: CFA Institute

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Question Posted: Mar 27, 2024 12:01 AM

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A manager whose relative performance is worse during market downturns most likely has a capture ratio that

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A less than one A capture ratio measures a managers performance relative to a benchmark dur...View the full answer

Portfolio Management In Practice Volume 1

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