Question: Based on the fundamental law of active management, if a portfolio manager has an information ratio of 0.9, an information coefficient of 0.090, and

Based on the fundamental law of active management, if a portfolio manager

Based on the fundamental law of active management, if a portfolio manager has an information ratio of 0.9, an information coefficient of 0.090, and a transfer coefficient of 0.8, how many securities are in the portfolio manager's fund, making the assumption that the active returns are uncorrelated? a. About 156 b. About 4 c. About 72 d. About 13

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