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?
Answer to relevant QuestionsList some key areas relating to investment objectives. Describe the legal structure of a hedge fund. Describe the two types of event-driven hedge funds presented in this chapter. Describe the strategy behind buyout funds. A firm that evaluates portfolios uses the Sharpe approach to measuring performance. How would it rank the following three portfolios? (Round to three places to the right of the decimal point.)
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