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GARP 2016 Sample Exam Question Q.5
This question is from the back of the textbook of GARP and about VaR of a USD 1 million investment in 2 funds. Question 5. Consider a USD 1 million portfolio with an equal investment in two funds, Alpha and Omega. with the following annual return distributions: Fund Expected Return...- Kenji
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- Replies: 4
- Forum: P2.T9. Risk Management and Investment Management
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Kendall's T, which is correct?
In the recently updated BT text, page 42, a pair containing (3,3) is included in discordant. But in GARP's text, it is included in neither category. Which is true? I searched by myself an example of calculation on the web, but I found none. Thanks.- Kenji
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- Replies: 10
- Forum: P2.T5. Market Risk Measurement & Management