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Illiquid portfolios will exhibit: A. high autocorrelations and correspondingly have small Q-statisitcs, which suggests the rejection of the null hypothesis of no autocorrelation. B. low autocorrelations and correspondingly have large Q-statisitcs, which suggests the rejection of the null hypothesis of no autocorrelation. C. high autocorrelations and correspondingly have large Q-statisitcs, which suggests the rejection of the null hypothesis of no autocorrelation. D. low autocorrelations and correspondingly have small Q-statisitcs, which suggests the rejection of the null hypothesis of no autocorrelation. |