Question: Please type the answer by the computer, so i can see it clearly, thank you! Q1 (5 marks) Show All Workings The Token Fund's managers

Please type the answer by the computer, so i can see it clearly, thank you!

Please type the answer by the computer, so i can see it

Q1 (5 marks) Show All Workings The Token Fund's managers make active bets on 8 securities every quarter, and their forecasted alphas have a correlation with realized alphas of 0.55. Calculate the ex-ante information ratio (Fundamental Law of Active Management) for the Token Fund

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