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Which of the following is a property of a returns-based style analysis that differentiates a returns-based from a portfolio-based approach? The returns-based analysis: A. is an ex-post approach that uses regression. B. can pinpoint the source of a manager’s value added and is more forward-looking. C. is an ex-post approach that can pinpoint the source of a manager’s value added. D. uses regression and is more forward-looking. |