Assuming the market is a basket of equities with the long/ short correlation as shown, calculate the

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Assuming the market is a basket of equities with the long/ short correlation as shown, calculate the H- alpha.

Using the following output to answer each of the question:

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Hedge Funds Structure Strategies And Performance

ISBN: 9780190607371

1st Edition

Authors: H. Kent Baker, Greg Filbeck

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Question Posted: Mar 13, 2024 02:50 AM

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Assuming the market is a basket of equities with the long/ short correlation as shown, calculate the

Question:

Hedge Fund Rp = 26% percent = 20% percent Pp=-0.4 Market RM = 15% percent = 15% percent Risk Free Rate RF = 1% percent PLS =-0.7

Step by Step Answer:

Hedge Funds Structure Strategies And Performance

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