中二 · 2020年02月25日
问题如下：
A hedge fund is long $315 million in certain stocks and short $225 million in other stocks. The hedge fund’s equity is $185 million. The fund’s overall beta is 0.75. Calculate the gross and net leverage.
选项：
A. 2.91 and 0.48
B. 2.18 and 0.36
C. 2.91 and 0.36
D. 2.18 and 0.48
解释：
A is correct. The gross leverage is (315 + 225)/185 = 2.9. The net leverage is (315 — 225)/185 = 0.5. Note that beta is not needed for this calculation.
这个杠杆的计算在讲义上提到过么？似乎没有印象…
NO.PZ2016071602000014 问题如下 A hee funis long $315 million in certain stocks anshort $225 million in other stocks. The hee funs equity is $185 million. The funs overall beta is 0.75. Calculate the gross annet leverage. A.2.91 an0.48 B.2.18 an0.36 C.2.91 an0.36 2.18 an0.48 A is correct. The gross leverage is (315 + 225)/185 = 2.9. The net leverage is (315 — 225)/185 = 0.5. Note thbeta is not neefor this calculation. 如题
NO.PZ2016071602000014 完全没有任何意义是吗
这里long和short为什么都记为资产呢，是因为short225之后有现金回来吗
答案没有看懂，怎么得出这两个公式的
