Solved

A Portfolio Manager Uses Two Different Proxies for the Market

Question 92

Multiple Choice

A portfolio manager uses two different proxies for the market portfolio, the S&P 500 index, and the MSCI World index. Differences in the manager's portfolio performance resulting from the different market portfolios is referred to as


A) the size effect.
B) the market effect.
C) measurement error.
D) benchmark error.
E) manager's performance error.

Correct Answer:

verifed

Verified

Unlock this answer now
Get Access to more Verified Answers free of charge

Related Questions

Q87: The APT assumes that security returns are

Q88: USE THE INFORMATION BELOW FOR THE FOLLOWING

Q89: A friend has some reliable information that

Q90: Two approaches to defining factors for multifactor

Q91: The betas for the market portfolio and

Q93: USE THE INFORMATION BELOW FOR THE FOLLOWING

Q94: If the market portfolio is mean-variance efficient,

Q95: USE THE INFORMATION BELOW FOR THE FOLLOWING

Q96: Assume that as a portfolio manager the

Q97: USE THE INFORMATION BELOW FOR THE FOLLOWING