300Hours | milinda | Activity https://300hours.com/members/milinda/activity/ Activity feed for milinda. Fri, 18 Sep 2026 19:29:10 +0100 https://buddypress.org/?v= en-US 30 hourly 2 267bc91ca3f207883e77b7d19e036306 milinda started the topic Active risk vs Benchmark risk in the forum CFA Level 2 https://300hours.com/f/cfa/level-2/t/active-risk-vs-benchmark-risk/ Thu, 02 Mar 2023 12:01:58 +0000 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 ??

]]> ba9df22bb930c3b2a32b55654932aab8 milinda became a registered member https://300hours.com/activity/p/14207/ Thu, 02 Mar 2023 11:59:22 +0000 0