The tracking error of an optimized portfolio can be expressed in terms of the ____________ of the portfolio and thus reveal ____________.

Related MCQs

• A portfolio comprises of two stocks A and B. Stock A gives a return of 8%and stock B Gives a return of 7%. Stock A has a weight of 60% in the portfolio. What is the Portfolio Return?
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• Investor can build a risk free portfolio, when two assets have ---------correlation
• Most of such stocks pay dividends and hence investors would like to buy and hold for long periods. Such a portfolio is called;
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