Calculate Modiglianis alpha. Using the following output to answer each of the question: Hedge Fund Rp =
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Calculate Modiglianis’ alpha.
Using the following output to answer each of the question:
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Hedge Fund Rp = 26% percent = 20% percent Pp=-0.4 Market RM = 15% percent = 15% percent Risk Free Rate RF = 1% percent PLS =-0.7
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Hedge Funds Structure Strategies And Performance
ISBN: 9780190607371
1st Edition
Authors: H. Kent Baker, Greg Filbeck
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