Question: Panel A and B below are two graphs extracted from previous research. The horizontal axis, serial correlation, is an indicator of illiquid portfolio holdings. Interpret

Panel A and B below are two graphs extracted from previous research. The horizontal axis, serial correlation, is an indicator of illiquid portfolio holdings. Interpret those two graphs below. | 0.45 0.30- 0.15 0.00 Sharpe Ratio -0.15 -0.30 -0.45 + -0.30 -0.20 -0.10 0.00 0.10 0.20 Serial Correlation 0.3% 0.2% 0.1% onth) 0.0% -0.1% Alpha% -0.2% -0.3% -0.4% -0.30 -0.20 -0.10 0.00 0.10 0.20 Serial Correlation

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