How about combining two investment strategies with high information ratios relative to the S&P500 benchmark? Would the

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How about combining two investment strategies with high information ratios relative to the S&P500 benchmark? Would the resulting portfolio have a higher IR? Please use examples or derive carefully your explanation.

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Fixed Income Analysis

ISBN: 9781119850540

5th Edition

Authors: Barbara S. Petitt

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Posted Date: Nov 22, 2023 06:55 AM

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How about combining two investment strategies with high information ratios relative to the S&P500 benchmark? Would the

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Fixed Income Analysis

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