金融民工阿聪 · 2021年02月19日
NO.PZ2016071602000014
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.
完全没有任何意义是吗
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
2.18 an0.36 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. 这个杠杆的计算在讲义上提到过么？似乎没有印象…
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
