) WITH RESPECT TO CLIENT A, ALLISON'S MOST APPROPRIATE CONCLUSION IS...

1. - CFA MOCK EXAM LEVEL III MOCK EXAM VERSIONC QUESTIONS 2014
CFA MOCK EXAM LEVEL III MOCK EXAM VERSIONC QUESTIONS 2014
1.) With respect to Client A, Allison's most appropriate conclusion is the futures transaction used to adjust the beta of the portfolio was: A. ineffective because the effective beta on the portfolio was 1.27. B. effective. C. ineffective because the effective beta on the portfolio was 1.64.