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Business, 26.03.2020 02:57 yairreyes01

If we assume a Constant Mix Strategy (60% Equity and 40% Treasuries) and an initial holding of $100,000, what would our notional dollar allocation be in equities if we saw the market increase 32%, rebalanced, and then saw the market revert 21%?

A. 79,200
B. 71,520
C. 62,568
D. 56,500

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Answers: 1

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If we assume a Constant Mix Strategy (60% Equity and 40% Treasuries) and an initial holding of $100,...
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