← 返回数学题库
5303金融与交易中等数值题short

Benchmark Weight Needed to Zero Out Active Beta 8

题目

A manager sleeve has beta 1.25. It is mixed with cash of beta 0. What weight on the manager sleeve makes the overall beta exactly 1?

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