GREG'S STATEMENT ABOUT THE INFORMATION RATIO OF HIS PORTFOLIO IS MOST LIKELY

9. - CFA 2018 LEVEL 2 PORTFORLIO QUESTION BANK R48 INTRODUCTION TO MULTIFACTOR MODELS Q BANK
CFA 2018 LEVEL 2 PORTFORLIO QUESTION BANK R48 INTRODUCTION TO MULTIFACTOR MODELS Q BANK

9. Greg's statement about the information ratio of his portfolio is most likely:

A. correct.

B. incorrect, the information ratio is actually 0.33.

C. incorrect, the information ratio is actually 0.50.