How are private equity returns correlated with 90-day T-bills and the Lehman Brothers Aggregate Bond Index? What

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How are private equity returns correlated with 90-day T-bills and the Lehman Brothers Aggregate Bond Index? What implications does this have in constructing a portfolio?

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Fundamentals of Investment Management

ISBN: 978-0078034626

10th edition

Authors: Geoffrey Hirt, Stanley Block

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Question Posted: Sep 21, 2015 05:45 AM

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How are private equity returns correlated with 90-day T-bills and the Lehman Brothers Aggregate Bond Index? What

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In short both the 90day tbill and the Lehman Bond Index have negative ...View the full answer

Fundamentals of Investment Management

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