标题: True active risk calculation [打印本页]

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作者: cjs238    时间: 2011-7-11 19:08     标题: True active risk calculation

Could somebody help me with the algebra on the below problem. How do you solve for the True active risk.

Total active risk = Square root of [(True active risk)^2+(Misfit active risk)^2]

4.8 = square root of [(True active risk)^2+(2.8)^2]

Thanks.

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作者: liangfeng    时间: 2011-7-11 19:08

hahahaha. I was just doing the same problem in 2010 Schweser...

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