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    Exam 13: Performance Evaluation and Risk Management
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    A Fund Has an Alpha of
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A Fund Has an Alpha of

Question 26

Question 26

Multiple Choice

A fund has an alpha of .89% and a tracking error of 3.8%. What is the fund's information ratio?


A) .112
B) .135
C) .149
D) .212
E) .234

Correct Answer:

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