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Style fit/weight question from Schweser Mock
R Sqare = 93% for 4 year period
Weights
Index 2006 2007 2008 2009
LCV 1 1 1 0
LCG 0 1 1 0
SCV 2 1 0 1
SCG 97 97 98 99
Total 100 100 100 100
which one is least accurate?
A) manager is using active SCG strategy
B) manager is using passive SCG strategy
C) manager has experienced insignificant style drift over four periods in the study.
Schweser says answers is A but if R sqaure is 93% why not a B |
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