Volatility of a market and beta neutral portfolio question?
A portfolio has a standard deviation of 14, NAV of 100mm and gross is 300m (150mm on each side). When a pod shop says they want a vol of 6, does that mean the vol is 14 in this case?
A portfolio has a standard deviation of 14, NAV of 100mm and gross is 300m (150mm on each side). When a pod shop says they want a vol of 6, does that mean the vol is 14 in this case?
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