I think it was enhanced indexing…said he wanted hold-only equities (I thought that meant no derivatives)
for the pe thru earning multiplier… what did u guys get 15.8 or 16.3 and the ratio coincident/lagging
same here. core satellite. Pure lucky guess. PJStyles Wrote: ------------------------------------------------------- > comp_sci_kid Wrote: > -------------------------------------------------- > ----- > > CFAAtlanta Wrote: > > > -------------------------------------------------- > > > ----- > > > not core satellite. > > > > > > portable alpha. He didn’t want to overpay for > > > manager who delivers passive returns. > > > > > > he couldnt go alpha as he was restricted to > hold > > only, so it is core satellite > > > Ditto
core-sattelite, just dumb luck if correct though.
core sattelite. can’t remember why, but seemed to work.
CFAAtlanta Wrote: ------------------------------------------------------- > not core satellite. > > portable alpha. He didn’t want to overpay for > manager who delivers passive returns. > he couldnt go alpha as he was restricted to hold only, so it is core satellite he wants to take advantage of multiple managers’ strategy so core satellite fits in. Portable alpha can’t serve the purpose of minimize the tracking error
donag Wrote: ------------------------------------------------------- > for the pe thru earning multiplier… what did u > guys get 15.8 or 16.3 and the ratio > coincident/lagging Ratio leading to lagging, but not sure.
Road2CFA Wrote: ------------------------------------------------------- > CFAAtlanta Wrote: > -------------------------------------------------- > ----- > > not core satellite. > > > > portable alpha. He didn’t want to overpay for > > manager who delivers passive returns. > > > > he couldnt go alpha as he was restricted to hold > only, so it is core satellite > > he wants to take advantage of multiple managers’ > strategy so core satellite fits in. Portable alpha > can’t serve the purpose of minimize the tracking > error yeah… I blew this one too.
L2 Candidate Wrote: ------------------------------------------------------- > donag Wrote: > -------------------------------------------------- > ----- > > for the pe thru earning multiplier… what did > u > > guys get 15.8 or 16.3 and the ratio > > coincident/lagging > > > Ratio leading to lagging, but not sure. it was B if i recall. It should be leading to coincedent. I dont remember if i pikced the right one though
toal duraiton with swap the fixed duration?
according to schweser it’s coincident/lagging
Sharpe game is not the first guy?
it was the first
coin/ lag…is right…
dang, even for this seemingly easy exams, I’m getting a lot wrong,
pe 15.8 or 16.3
comp_sci_kid Wrote: ------------------------------------------------------- > CFAAtlanta Wrote: > -------------------------------------------------- > ----- > > not core satellite. > > > > portable alpha. He didn’t want to overpay for > > manager who delivers passive returns. > > > he couldnt go alpha as he was restricted to hold > only, so it is core satellite Can’t do derivatives. Can’t go short. It’s benchmarked to S&P100, all large cap, so no real alpha likely to be available. Maybe you just gotta overweight or underweight your equities by yourself.
i got pe of 17.3
what about CTA- both correct?
P/E 16.3 (based on the 2008 projected figures)