Tentamen (uitwerkingen)
CIPM EXAM QUESTIONS AND ANSWERS
- Vak
- Instelling
What is simplest way to decompose active return piece of a portfolio return? - Answer- 1.)Allocation Effect: holding diff amounts of same securities as bench (over or under weighting compared to bench) (thereby Q held is the sources of difference) 2.) Security Selection Effect: holding diff securi...
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