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
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