Question: A portfolio manager's skill is... O good if alpha is zero O unrelated to alpha O good if alpha is negative O good if alpha

if alpha is positive The Fama-French 3 factor model contains... O market,

size, and momentum risk factors O market, size, and volatility risk factors

A portfolio manager's skill is... O good if alpha is zero O unrelated to alpha O good if alpha is negative O good if alpha is positive The Fama-French 3 factor model contains... O market, size, and momentum risk factors O market, size, and volatility risk factors O market, momentum, and liquidity risk factors Do correlation, covariance, and market-beta always have the same sign? O Damn it, Jim! I'm a doctor not a statistician! Sometimes Yes O No As the correlation between assets falls... O portfolio variance falls portfolio variance is not affected by correlation O portfolio variance rises

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A portfolio manager's skill is . . . good if alpha is negative unrelated to alpha good if alpha is positive good if alpha is zero

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