What assumption about risk-adjusted techniques for measuring performance poses a potential problem? A. Portfolio risk is constant overtime B. Returns are normally distributed C. Mean reversion D. None of the options are correct E. Lognormal outcome of prices
What assumption about risk-adjusted techniques for measuring performance poses a potential problem? A. Portfolio risk is constant overtime B. Returns are normally distributed C. Mean reversion D. None of the options are correct E. Lognormal outcome of prices
Chapter6: Risk And Return
Section: Chapter Questions
Problem 1Q
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What assumption about risk-adjusted techniques for measuring performance poses a potential problem?
A. Portfolio risk is constant overtime
B. Returns are
C. Mean reversion
D. None of the options are correct
E. Lognormal outcome of prices
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