Caia level ii Study guides, Class notes & Summaries
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CAIA Level II Exam I Actual Questions and Answers 100% Correct | Updated 2024
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CAIA Level II Exam I Actual Questions and Answers 100% Correct | Updated 2024
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CAIA Level II Exam I Questions and Answers 100% Correct
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CAIA Level II Exam I Questions and Answers 100% CorrectCAIA Level II Exam I Questions and Answers 100% CorrectCAIA Level II Exam I Questions and Answers 100% CorrectCollar strategy consists of... - ANSWER-ownership of a risky asset with a long position in a put option on the underlying asset, and a short position in the call option on the underlying asset 
 
Hedging Bucket - ANSWER-within a plan's asset-liability framework seeks to track the plan's liabilities and minimize the volatility of th...
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CAIA Level II Exam Questions & Answers 100% Accurate!!
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5th percentile vs 25th percentile performance - ANSWER-5th percentile managers outperform in every comparison BUT 25th percentile managers' performance is more volatile --> even if 25th percentile managers outperform they tend to mean revert --> demonstrates the perils of choosing managers based on historical performance 
 
alternative asset performance evaluation - ANSWER-unlike in traditional assets, alpha is difficult to define in alternatives investing; success can be defined as posit...
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CAIA Level II Exam Questions and Answers 100% Solved!!
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CAIA Level II Exam Questions and Answers 100% Solved 
What advantage do multi-factor models have over single-factor models, such as the Capital Asset Pricing Model? - ANSWER-Multi-factor models tend to explain systematic returns much better than do single-factor models. By doing so, multi-factor models are generally believed to produce better estimates of idiosyncratic returns. 
 
List the three major categories of factors that drive asset returns. - ANSWER-Macroeconomic factors, fundamental/sty...
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CAIA Level II Exam Questions & Answers 100% Verified!!
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CAIA Level II Exam Questions & Answers 100% 5th percentile vs 25th percentile performance - ANSWER-5th percentile managers outperform in every comparison BUT 25th percentile managers' performance is more volatile --> even if 25th percentile managers outperform they tend to mean revert --> demonstrates the perils of choosing managers based on historical performance 
 
alternative asset performance evaluation - ANSWER-unlike in traditional assets, alpha is difficult to define in alternativ...
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CAIA Level II Exam Questions and Answers 100% Verified!!
- Exam (elaborations) • 183 pages • 2024
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What advantage do multi-factor models have over single-factor models, such as the Capital Asset Pricing Model? - ANSWER-Multi-factor models tend to explain systematic returns much better than do single-factor models. By doing so, multi-factor models are generally believed to produce better estimates of idiosyncratic returns. 
 
List the three major categories of factors that drive asset returns. - ANSWER-Macroeconomic factors, fundamental/style/investment/dynamic factors, and statistical factors...
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CAIA Level II Questions and Answers 100% Correct!!
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Upstream Commodity Producer - ANSWER-typically farmers of firms extracting commodities. 
 
Downstream commodity producer - ANSWER-processed a commodity(s) into a marketable product 
 
Excess Return Index - ANSWER-tracks the performance of a portfolio of commodity futures in excess of the risk-free rate. 
 
Total Return index - ANSWER-tracks the performance of a fully collateralized portfolio of commodity futures 
 
Characteristics of public-private partnerships (PPPs) - ANSWER-1. Financing comes...
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CAIA Level II Exam Questions and Answers-Graded A
- Exam (elaborations) • 182 pages • 2024
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CAIA Level II Exam Questions and Answers
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CAIA Level II Topic 2: Models Complete Questions and Answers 100% Correct | Updated 2024
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CAIA Level II Topic 2: Models Complete Questions and Answers 100% Correct | Updated 2024
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CAIA Level II Questions and Answers 100% Accurate
- Exam (elaborations) • 181 pages • 2024
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CAIA Level II Questions and Answers 100% Accurate 
What advantage do multi-factor models have over single-factor models, such as the Capital Asset Pricing Model? 
Multi-factor models tend to explain systematic returns much better than do single-factor models. By doing so, multi-factor models are generally believed to produce better estimates of idiosyncratic returns. 
 
 
 
List the three major categories of factors that drive asset returns. 
Macroeconomic factors, fundamental/style/investment/d...
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