8. Manager A invests in 40 securities and has an information coefficient of 0.3 and a transfer
coefficient of 0.7. Manager B invests in 60 securities and has an information coefficient of
0.2 and a transfer coefficient of 0.9. Both fund managers are targeting an active risk of 4%.
Which of the following statements is most likely true?
A. Manager A has a higher active return than Manager B.
B. Manager B has a higher active return than Manager A.
C. Both Manager A and Manager B have the same active return.
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