Reading 36 evaluating portfolio performance answers
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Reading 36 evaluating portfolio performance answers
Question #1 of 170Which of the following best describes the use of quality control charts in portfolio management? Quality control charts arc used to Reading 36 evaluating portfolio performance answers determine if a manager has:A)substantial excess returns.©B)statistically Significant excess returns.©C)strayed from their stated style.©ExplanationIn portfolio management, quality control charts are used to determine if a manager has statistically significant excess returns. The manager's returns v Reading 36 evaluating portfolio performance answers ersus a benchmark are plotted on a graph where time is on the x-axis and value-added (excess) return is plotted on the y-axis. A confidence interval iReading 36 evaluating portfolio performance answers
s formed around the x-axis of zero. If the manager's returns plot outside the confidence interval, we conclude that the manager has generated statistiQuestion #1 of 170Which of the following best describes the use of quality control charts in portfolio management? Quality control charts arc used to Reading 36 evaluating portfolio performance answers loL If the confidence intervals for a quality control charts in portfolio management were widened, what would the most likely effect be?A)Type I error would become more likely and Type II error would become less likely.©B)Type I error would become less likely and Type II error would become more like Reading 36 evaluating portfolio performance answers ly.©C)Type I error would become more likely and Type II error would become more likely.©ExplanationType I error is retaining a poorly performing managReading 36 evaluating portfolio performance answers
er. If the confidence intervals are widened and a poor manager is barely outperforming the benchmark, it is less likely that they will have statisticaQuestion #1 of 170Which of the following best describes the use of quality control charts in portfolio management? Quality control charts arc used to Reading 36 evaluating portfolio performance answers good managers who are outperforming the benchmark but yet do not have statistically significant excess returns. We are thus more likely to commit Type II error as Type II error is firing a superior manager.Question #3 of 170The Sharpe ratio has become a commonly used performance measure for hedge fu Reading 36 evaluating portfolio performance answers nds. Which of the following statements in relationship to the use of the Sharpe ratio in the assessment of hedge fund performance is least accurate?A)Reading 36 evaluating portfolio performance answers
The Sharpe ratio is the excess returns to the volatility encountered in earning them.©B)A hedge fund's Sharpe ratio can be compared to that of a univeQuestion #1 of 170Which of the following best describes the use of quality control charts in portfolio management? Quality control charts arc used to Reading 36 evaluating portfolio performance answers iations appropriate.ExplanationIt is clear that for a significant number of hedge funds returns demonstrate a signifies...skewness often created by the use of derivative positions. The other statements are correct.Pension Advisors. Inc. (PAI), has been asked by Efficient Industries (Efficient) to ev Reading 36 evaluating portfolio performance answers aluate the pension fund’s bond managers. Efficient is currently using Alpha fixed Income Management (Alpha) and Beta Bond Advisors (Beta). Efficient hReading 36 evaluating portfolio performance answers
ired Alpha on the basis of its proprietary rate anticipation model. Beta was engaged because of its fundamental analysis process for identifying underQuestion #1 of 170Which of the following best describes the use of quality control charts in portfolio management? Quality control charts arc used to Reading 36 evaluating portfolio performance answers rve. The trustees are concerned that the managers may have strayed from their stated investment processes in an attempt to capitalize on the extraordinary economic and monetary environment.Art Gunnlow. a PAI analyst, has been assigned the task of reviewing the data and preparing a report for Efficie Reading 36 evaluating portfolio performance answers nt. Gunnlow has assembled the following quarterly returns for Alpha and Beta:QuarterAlpha ReturnBeta Return14.63%1.95%20.89%1.15%37.38%2.07%41.35%1.45Reading 36 evaluating portfolio performance answers
%Alpha's trailing return was 1.38% in excess ol its market portfolio benchmark, while Bela's return was 0.53% in excess of its corresponding index benQuestion #1 of 170Which of the following best describes the use of quality control charts in portfolio management? Quality control charts arc used to Reading 36 evaluating portfolio performance answers ) 3.529%67,83eB) 1.654%67,83oQuestion #1 of 170Which of the following best describes the use of quality control charts in portfolio management? Quality control charts arc used toGọi ngay
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