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2019 CFA level 3 qbank reading 36 evaluating portfolio performance questions

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Nội dung chi tiết: 2019 CFA level 3 qbank reading 36 evaluating portfolio performance questions

2019 CFA level 3 qbank reading 36 evaluating portfolio performance questions

43385Learning Management SystemQuestion #1 of 170With regard to the use of value added return in the measurement of hedge fund performance, which of t

2019 CFA level 3 qbank reading 36 evaluating portfolio performance questions the following statements is most accurate?A) Value added return is calculated as the difference between the portfolio return, given benchmark weightin

gs, and the actual portfolio return.B) Value added return is simply the difference between the portfolio return and the benchmark return.C) Although w 2019 CFA level 3 qbank reading 36 evaluating portfolio performance questions

eights sum to zero a return is calculated by summing the impacts of the individual long positions.Question #2 of 170Which of the following measures wo

2019 CFA level 3 qbank reading 36 evaluating portfolio performance questions

uld be the meone to use when comparingthe results of two portfolios in which each portfolio contains only a few number of stocks representing a limite

43385Learning Management SystemQuestion #1 of 170With regard to the use of value added return in the measurement of hedge fund performance, which of t

2019 CFA level 3 qbank reading 36 evaluating portfolio performance questions an illiquid asset. He states that he will use matrix pricing to obtain a substitute for the security's current price. Which of the following most acc

urately describes matrix pricing? In matrix pricing, the analyst uses:A)dealer quotes for similar securities.B)the price from the last trade for the s 2019 CFA level 3 qbank reading 36 evaluating portfolio performance questions

ame security.C)an average of recent prices.https:/.vr»wkapiarteamcom.'educíiĐoa,4959256i5029a3rdipraaice.l<ỉ&ank'2

2019 CFA level 3 qbank reading 36 evaluating portfolio performance questions

40385i&'quizl,a3448547.,píírK1.7Learning Management System43385Question #4 of 170Which of the following is the least likely IQ be an input into micro

43385Learning Management SystemQuestion #1 of 170With regard to the use of value added return in the measurement of hedge fund performance, which of t

2019 CFA level 3 qbank reading 36 evaluating portfolio performance questions f 170Hows:Bill Smith is evaluating the performance of four large-cap equity portfolios: Fur^ A, B, c and D. As part of his analysis. Smith computed th

e Sharpe ratio and the ĩ£ neásure for all four funds. Based on his finding, the ranks assigned to the four fundiFundTreynor Measure RankSharpe Ratio R 2019 CFA level 3 qbank reading 36 evaluating portfolio performance questions

ankA1- IB2r r 3c32D41The difference in rankings forand D is most likely due to:

43385Learning Management SystemQuestion #1 of 170With regard to the use of value added return in the measurement of hedge fund performance, which of t

43385Learning Management SystemQuestion #1 of 170With regard to the use of value added return in the measurement of hedge fund performance, which of t

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