Deck 3 – Portfolio Management: Overview

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Question

How is beta related to covariance with the market?

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Answer

.

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Question

What does the mnemonic represent in an IPS?

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Answer

Time, Taxes, Liquidity, Legal, and Unique circumstances.

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Question

Which pooled vehicle is exchange-listed and uses authorized participants for creation and redemption?

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Answer

An ETF.

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Question

Why can basis risk make a hedge less effective than expected?

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Answer

The hedge may not perfectly offset the underlying exposure.

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