The strategies of convertible arbitrage, emerging markets, equity market neutral,and fixed-income arbitrage are categories of which alternative investment class?A. Real estate.B. Hedge funds.C....

The strategies of convertible arbitrage, emerging markets, equity market neutral,and fixed-income arbitrage are categories of which alternative investment class?A. Real estate.B. Hedge funds.C. Commodities.
For use in evaluating hedge funds, the Sharpe ratio may not be appropriate because the Sharpe ratio assumes the returns:A. are positive only.B. reflect diversification.C. are serially uncorrelated.
Based on historical data, when compared to a 50/50 stock/bond portfolio, a 40/40/20 portfolio of bonds, stocks, and which of the following had a higher Sharpe ratio?A. Real estate only.B. Commodities only.C. Both real estate and commodities.

May 26, 2022
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