Question #29
Reading: Reading 34 Hedge Fund Strategies
PDF File: Reading 34 Hedge Fund Strategies.pdf
Page: 11
Status: Correct
Correct Answer: A
Question
Which of the following is least likely included in the four-factor, conditional linear model used to quantify hedge fund strategies' risk exposures?
Answer Choices:
A. Credit risk
B. Volatility risk
C. Interest rate risk
Explanation
The four risk factors are credit risk, volatility risk, equity risk, and currency risk.