The idea here is that your matching your risk exposures of the entire portfolio to your benchmark by investing in both a passive and active strategy. Essentially your taking the risk weightings of the active manager (And your active portfolio) and adjusting your passive portfolio to offset those risks to match YOUR benchmark.
It results in a higher active return and lower active risk, and reduces the amount of active risk associated with the misfit problem. It minimizes the differences in risk exposures between your entire portfolio and the benchmark
Speculation from another L3 candidate: like your active portfolio does distressed debt investing so you gear your passive portfolio index to be more closely weighted to well capitalized companies and reduce the weighting to highly leveraged equities/bonds in the index.
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