1882统计简单essayshort
Momentum Loading Hidden by Differential Survival
题目
A live panel contains 30 value-oriented funds and 10 momentum-oriented funds. The historical survival rates of those styles were 75% and 25%, respectively. Suppose the average momentum loading is -0.1 for value-oriented funds and 0.7 for momentum-oriented funds.
What was the average momentum loading across the original launches?
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