Ative return true active return misfit active return


Using the information below evaluate the following:

Manager Return:14%

Investor’s Benchmark: 10%

Normal Portfolio Return: 9%

Total Active Risk: 5.4%

Misfit Active Risk: 3.3%

a) Active Return ?

b) True Active Return ?

c) Misfit Active Return ?

d) True Active Risk ?

e) True Information Ratio ?

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Financial Management: Ative return true active return misfit active return
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