标题: low Beta indicates high level of diversifiable risk? [打印本页] 作者: fishmarket 时间: 2011-7-13 13:11 标题: low Beta indicates high level of diversifiable risk?
just came accross a portfolio question,
Active portfolio has a beta of 0.9, indication of the low beta is that the active portfolio has
high level of diversifiablt risk.
I don;t get it...
help Thanks作者: FinancialAnaly 时间: 2011-7-13 13:11
p.536 says otherwise. Weight active P increases as Beta increases coz of the greater sys risk it adds - and this increases the adv of the mispriced securities. what q are u looking at?作者: SpyAli 时间: 2011-7-13 13:11
schweser 2010 vol 2 exam 1 PM.
Thanks for actually looking into this. I will look into it further too.
