4.6 - Funds of Hedge Funds Flashcards
1
Q
Standard Dev of Portfolio
A
σp = (σf) / (√n)
σf -> std dev of each fund in the portfolio
n -> # of funds in the portfolio
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CAIA Formulas > 4.6 - Funds of Hedge Funds > Flashcards
Standard Dev of Portfolio
σp = (σf) / (√n)
σf -> std dev of each fund in the portfolio
n -> # of funds in the portfolio
