5291金融与交易中等数值题short
Benchmark Mix to Hit a Beta Target 1
题目
A sleeve with beta 1.4 is blended with a hedge sleeve of beta -0.2. What weight on the first sleeve gives portfolio beta 0.5?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案
题目
A sleeve with beta 1.4 is blended with a hedge sleeve of beta -0.2. What weight on the first sleeve gives portfolio beta 0.5?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案