CFAI EOC 23: Problem 11(A & E)

archived_user

New member
Joined
Jun 18, 2026
Messages
0
Reaction score
0
Having a brain fart and can’t understand this part A and 1 part in E…
[content removed by moderator]
1st Question… How does the overlay work in the L/S strategy? is that just taking the cash and investing it in another market index future?
2nd Question… Is the answer implying the Russell 1000 is highly correlated to Russell 3000? I’m assuming that’s likely since R1000 makes up 80+% of the R3000.
 
Back
Top