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1. Why is it more difficult to beat the bound in Eq. (16.10) with a portfolio of only 2 stocks than with a portfolio of 100 stocks?
2. A strategy can achieve 200 basis points of value added with 200 percent annual turnover. How much value-added should it achieve with 100 percent annual turnover? How much turnover is required in order to achieve 100 basis points of value added?
Text Book: Active Portfolio Management, 2/E By Grinold.o Management, 2/E By Grinold.
you need to find alice 3 stocks to invest in from different segments of the market. the stocks should come from 3
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