1 Calculate the alpha, tracking error and information ratio for the following portfolio Period Portfolio Benchmark 1 16 25 15 89 2 22 18 23 62 3 4 78 4 82 4 9 56 9 65 5 10 14 10 11 67 12 68 14 13 28 29 25 22 1 Calculate the alpha, tracking error and information ratio for the following portfolio Pe...

To calculate the alpha tracking error and information ratio for the given portfolio we need to compa ...

1. Calculate the alpha, tracking error and information ratio for the following portfolio Period Portfolio Benchmark...

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Global Investments

ISBN: 978-0321527707

6th edition

Authors: Bruno Solnik, Dennis McLeavey

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Posted Date: Mar 03, 2024 01:51 PM

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1. Calculate the alpha, tracking error and information ratio for the following portfolio Period Portfolio Benchmark...

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