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    Fundamentals of Investments
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    Exam 13: Performance Evaluation and Risk Management
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    A Fund Has an Alpha of 0
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A Fund Has an Alpha of 0

Question 51

Question 51

Multiple Choice

A fund has an alpha of 0.73 percent and a tracking error of 4.9 percent.What is the fund's information ratio?


A) 0.112
B) 0.135
C) 0.149
D) 0.208
E) 0.229

Correct Answer:

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