CFA Level 1
Alternative Investments

Evaluating Derivative Risk Management in Hedge Funds

Hard Alternative Investment Evaluation Risk Management

As an investment analyst evaluating a hedge fund that specializes in commodities, you are focused on understanding how the fund manages its exposure to price volatility. The fund uses various strategies, such as diversification, hedging, and structural adjustments based on market conditions.

One of the key measures of risk management is the fund's use of derivatives. You need to determine which of the following statements is accurate regarding the effectiveness of derivatives in reducing risk for this hedge fund.

Hint

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