All else equal, a fund that announces a split a month from today. (split = 1 share will be equivalent to 2 shares) will have a Cumulative Abnormal Return greater than zero on the announcement day as more shares means that higher growth opportunities are expected in the market. Select one: O False O True If portfolios C and D lie on the same Security Market Line, then Select one: O C and A have a correlation coefficient equal to +1 O C and D have the same Treynor ratio O C and D have the same returns O C and D have a correlation coefficient equal to +1 How will you compare the overall performance of hedge funds? Select one: O Comparing their returns against a suitable benchmark O Comparing their returns within other mutual funds O Comparing their returns over the years