2019 CFA level 3 qbank reading 36 evaluating portfolio performance answers
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2019 CFA level 3 qbank reading 36 evaluating portfolio performance answers
10/12'2018Learning Management SystemQuestion #1 of 170With regard to the use of value added return in the measurement of hedge fund performance, which 2019 CFA level 3 qbank reading 36 evaluating portfolio performance answers h of the following statements is most accurate?A)Value added return is calculated as the difference between the portfolio return,■.. . ©given benchmark weightings, and the actual portfolio return.B)Value added return is simply the difference between the portfolio return and the benchmark return.Expl 2019 CFA level 3 qbank reading 36 evaluating portfolio performance answers anation(Study Session 19, Module 36.3, LOS 36.j)Related MaterialSchweserNotes - Book 5C) Although weights sum to zero a return is calculated by summin2019 CFA level 3 qbank reading 36 evaluating portfolio performance answers
g the impacts of the individual long positions.Question #2 of 171Which of the follow!IK return.To replicate a zero net asset hedge fund the weights mu10/12'2018Learning Management SystemQuestion #1 of 170With regard to the use of value added return in the measurement of hedge fund performance, which 2019 CFA level 3 qbank reading 36 evaluating portfolio performance answers ue added return isleasures would be the most appropriate one to use when comparing lios in which each portfolio contains only a few number of stocks ited number of industries?the results ofrepresent!A)Sharpe ratio.©B)Information ratio.oC)Treynor measure.oExplanationhttp$:,''Vnvwkapiafveamcon\'eơucaĐ 2019 CFA level 3 qbank reading 36 evaluating portfolio performance answers oa,đashboarởlinơe>0'66a9ea0(f62bb7iat>4959256i5029a3rứip(aaice1|2019 CFA level 3 qbank reading 36 evaluating portfolio performance answers
ns for the 3 measures are as follows:Sharpe ratio = (Rp - Rp) / OpTreynor measure = (Rp - Rf) / PpInformation ratio = (Rp - RB) / (op - b)Since both p10/12'2018Learning Management SystemQuestion #1 of 170With regard to the use of value added return in the measurement of hedge fund performance, which 2019 CFA level 3 qbank reading 36 evaluating portfolio performance answers the market thus in this case standard deviation is the best measure of risk to use. The Sharpe ratio is the best measure to use to compare the two portfolios which are undiversified since the Sharpe ratio uses standard deviation or total risk in the denominator of the equation as its measure of risk 2019 CFA level 3 qbank reading 36 evaluating portfolio performance answers . The Treynor measure uses beta or systematic market risk as the measure of risk in the denominator and the information ratio is best to use when comp2019 CFA level 3 qbank reading 36 evaluating portfolio performance answers
aring a portfolio to a benchmark.10/12'2018Learning Management SystemQuestion #1 of 170With regard to the use of value added return in the measurement of hedge fund performance, which10/12'2018Learning Management SystemQuestion #1 of 170With regard to the use of value added return in the measurement of hedge fund performance, whichGọi ngay
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