Question: Based on the Thompson Asset Management case study from Harvard Business School Question 1 what are the return and risk characteristics of the ProIndex fund,

Based on the Thompson Asset
Management case study from Harvard Business School
Question 1
what are the return and risk characteristics of the ProIndex fund, calculating the statistics as outlined in
case Exhibit 4?
Question 2
What are the return and risk characteristics of the ProValue fund?
Question 3
What statistics and portfolio characteristics should TAM present, assuming different levels of
investment in the ProValue fund ($5 million, $10 million, and $15 million)?

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