› CFA › CFA Level 2 › Active risk vs Benchmark risk Search for:Search Button CFAFRMCAIACareersLounge GeneralLevel 1Level 2Level 3 Active risk vs Benchmark risk Add A Reply Login Sign Up This topic has 0 replies, 1 voice, and was last updated Mar-2312:01 pm by milinda. Author Posts milindaParticipant CFA Level 2 02 Mar 2023 at 12:01 pm Up0Down:: In CFA level 2 – portfolio management it says, by definition Var(Portfolio) = Var(active return) + Var(benchmark). Shouldn’t there be a another term like -2*Weight of portfolio * Var(benchmark) in this equation ?? Author Posts Viewing 0 reply threads You must be logged in to reply to this topic. Log In Username: Password: Keep me signed in Register Log In
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