2.18 2.19 20 percent versus 17.32 percent for stocks), it still makes sense to invest part of the portfolio in this fund to get the benefits of diversification. ... you could analyze progressively higher investments in this fund: Stocks Alternative Expected Return Standard Deviation 100% 0% ... If the hedge fund can produce returns similar to the stock portfolio but provides good diversification (because it has a lowanbsp;...
|Title||:||Hedge Fund Course|
|Author||:||Stuart A. McCrary|
|Publisher||:||John Wiley & Sons - 2004-12-03|