A manager who obtains an average alpha of 2.5% with a tracking-error of 4%. If he wishes the result to be significant to 95%, how many years it is necessary to observe the portfolio return? | Financial Risk Manager Part 2 Quiz - LeetQuiz
Financial Risk Manager Part 2
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A manager who obtains an average alpha of 2.5% with a tracking-error of 4%. If he wishes the result to be significant to 95%, how many years it is necessary to observe the portfolio return?