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Scott runs a pension fund with 40% allocation to alternative investments and 60% to equities. Over the previous period, the alternative investments enjoyed a 20%
Scott runs a pension fund with 40% allocation to alternative investments and 60% to equities. Over the previous period, the alternative investments enjoyed a 20% gain and the equities suffered a 50% loss. He wants to rebalance the portfolio to take advantage of the huge discount in equities. Scott's primary risk from rebalancing this portfolio will most likely be:
Group of answer choices
A. Rebalancing risk
B. Liquidation risk
C. Illiquidity risk
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