Financial Risk Manager Part 2
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Ultimate access to all questions.
In the context of performance assessments, what is the most accurate description of the impact that using data with the identified issues has on the results?
A
The average Sharpe ratio of hedge funds is understated and the average Sharpe ratio of real estate funds is overstated.
B
The average Sharpe ratio of hedge funds is overstated and the average Sharpe ratio of real estate funds is also overstated.
C
The average volatility of hedge funds is overstated and the average volatility of real estate funds is also overstated.
D
The average volatility of hedge funds is overstated and the average volatility of real estate funds is understated.