From fund of funds perspective

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Today is T=1. From a fund of funds perspective, you are trying to evaluate Portfolio Managers A-E for style drift over the past year (from T=0 to T=1) based on Style Factors X & Y. Hint: style drift =[(X1- X0) 2+(Y1-Y0) 2] 0.5. The manager(s) that appear(s) the most stylistically consistent is (are):

Reference no: EM131845373

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