alleryStart learning →Statman's hypothetical advisor with perfect tactical foresight gained how much per year?
A8.1% better
B2.0% better
C93.6% better
D89.4% better
Answer & Solution
Correct answer: A. 8.1% better
Even with perfect foresight the advisor beat the strategic mix by 8.1% a year, yet strategic allocation still explained 89.4% of variance.
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