archived_user
New member
- Dec 7, 2011
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I suppose that it could have whatever β you want. Merely being long-short doesn’t, in isolation, imply a specific β.
Perhaps you’re thinking of a market-neutral (which is typically a long-short) strategy: that’s supposed to have β = 0.
Perhaps you’re thinking of a market-neutral (which is typically a long-short) strategy: that’s supposed to have β = 0.