Darien

Aimee Wrote:
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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.


Could you please post the question?