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Talbot Analytics wants to benchmark the annual performance of their Great Leverage Hedge Fund (GLHF). They have choosen to benchmark against the HedgeFun Index, which
Talbot Analytics wants to benchmark the annual performance of their Great Leverage Hedge Fund (GLHF). They have choosen to benchmark against the HedgeFun Index, which returned 15% last year with a standard deviation of 25%. GLHF returned 17% last year with a standard deviation of 28%. The annual risk-free rate is 5% What is the M2 value of their portfolio?
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Management and Cost Accounting
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