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With respect to hedge fund indices, survivorship bias: A. can be as high as 1.5% to 3% and is probably high for event-driven strategies and lower for hedged-equity strategies. B. can be as high as 1.5% to 3% and is probably low for event-driven strategies and higher for hedged-equity strategies. C. can be as high as 3% to 5% and is probably high for event-driven strategies and lower for hedged-equity strategies. |