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- 2011-7-2
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- 2016-6-23
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Actually you have to go in and calculate the active risk for the entire portfolio... the formula is too cumbersome to write out here but check page 158 Book 3 of the Schweser notes, it has an example of exactly this calculation.
Edit: It's not the formula that CFAHHHH gave, either... that will get you the answer to #24 but #23 is an entirely different calc.
Edited 1 time(s). Last edit at Sunday, May 30, 2010 at 12:26AM by Aimee. |
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发表于 2011-7-11 20:06
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