- CFA Exams
- CFA Level I Exam
- Study Session 17. Portfolio Management (2)
- Reading 47. Analysis of Active Portfolio Management
- Subject 4. Applications of the Fundamental Law
CFA Practice Question
Suppose there are two information sources. Each has a level of skill IC. The value of the incremental information is maximized if the correlation between sources is ______.
A. -1
B. 0
C. 1
Explanation: It is maximized when there is no correlation.
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