To improve future analyst forecasts using the statistical properties of past forecasts,a regression model can be fitted to past forecasts.The intercept of the regression is a __________ coefficient,and the regression beta represents a __________ coefficient.
A) bias, precision
B) bias, bias
C) precision, precision
D) precision, bias
E) none of the above
Correct Answer:
Verified
Q1: The beta of an active portfolio is
Q25: A purely passive strategy
A) uses only index
Q25: A purely passive strategy is defined as
A)one
Q26: The Treynor-Black model does not assume that
A)the
Q26: An active portfolio manager faces a trade-off
Q28: Ideally, clients would like to invest with
Q28: The Treynor-Black model
A)considers both macroeconomic and microeconomic
Q32: There appears to be a role for
Q33: Consider these two investment strategies:
Q34: According to the Treynor-Black model, the weight
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