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No Quant problems for Treynor Black model since formula not
No Quant problems for Treynor Black model since formula not in LOS ??? I am referring to quant problems that ask us to reallocate the % of security to Portfolio A ( Risky Portfolio ) based on higher unsystematic risk and Low correlations between realized and actual alphas.
I am not sure ..because Schweser tests these formulae even in the concept checks.
COuld someoone please advise ? |
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发表于 2013-4-19 20:49
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