c) Some hedge fund strategies are compared with put writing. Intuitively, describe how this relates to the
Fantastic news! We've Found the answer you've been seeking!
Question:
c) Some hedge fund strategies are compared with put writing. Intuitively, describe how this relates to the phrase "picking up pennies in front of a steam roller" and why this can matter for overall financial market stability. (7 marks)
d) Critically assess the use of the Sharpe ratio (CAL slope) to evaluate hedge fund performance. (6 marks)
Posted Date: