To calculate the active risk, subtract the expected market risk from the risk of each portfolio component. Ref. Shweser Qbank Question ID#: 47434
False. Active Risk is the Std Deviation of active returns. And std deviations are not additive/subtractive…at least i believe so.
Wrong!! Active risk is the std of alpha. A.K.A, tracking error, trakcing risk.
i agree with ws
Ok so WS and I said the same thing…so why dont you agree with me
I am sure cfacfa is also agreeing with you…need a hug??? How are your rentention?
I agree with bigwilly.
Great we all agree …
YAY! I need a hug…
false