To Determine Whether Portfolio Performance Is Statistically Significant Requires

question 37

Multiple Choice

To determine whether portfolio performance is statistically significant requires

• A)a very long observation period due to the high variance of stock returns.
• B)a short observation period due to the high variance of stock returns.
• C)a very long observation period due to the low variance of stock returns.
• D)a short observation period due to the low variance of stock returns.

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