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QUESTION 21 The range of correlation coefficients is most likely from: a. 0 to +1.0. b....

QUESTION 21

  1. The range of correlation coefficients is most likely from:

    a. 0 to +1.0.

    b. 0 to +2.0.

    c. -1 to 0.

    d. -1 to +1.

QUESTION 22

  1. The determination of the success of an active portfolio is:

    a. Positive alpha/low R2.

    b. Positive alpha/high R2.

    c. Negative gamma/high R2.

    d. High beta/low R2.
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Answer #1

21) Correlation ranges from -1 to +1. It resembles how two assets are correlated with each other. Hence, correct option is “d

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