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Basic Question 0 of 11
Generally positive serial correlation will lead us to compute artificially ______ (small? large?)standard errors for the regression parameters, causing the t-statistics to be ______ (small? large).
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Learning Outcome Statements
explain sources of active risk and interpret tracking risk and the information ratio;
describe uses of multifactor models and interpret the output of analyses based on multifactor models;
describe the potential benefits for investors in considering multiple risk dimensions when modeling asset returns.
CFA® 2025 Level II Curriculum, Volume 5, Module 40.