Call option value of his perfect foresight

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Portfolio managers Martin and Krueger each manage $3.8 million funds. Martin has perfect foresight, and the call option value of his perfect foresight is $570,000. Krueger is an imperfect forecaster and correctly predicts 26% of all bull markets and 86% of all bear markets. The correct measure of timing ability for Krueger is __________. 36% 91% 112% 12%

Reference no: EM132037973

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