- CFA Exams
- CFA Level I Exam
- Topic 9. Portfolio Management
- Learning Module 40. Using Multifactor Models
- Subject 3. Multifactor Models: Selected Applications
CFA Practice Question
Active risk is ______.
B. Active factor risk + active specific risk
C. Standard deviation of active returns
A. Portfolio risk - benchmark risk
B. Active factor risk + active specific risk
C. Standard deviation of active returns
Correct Answer: C
User Contributed Comments 0
You need to log in first to add your comment.