Which of the following is FALSE about risk parity strategies? Group of answer choices Managers adjust the expected retur

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Which of the following is FALSE about risk parity
strategies?
Group of answer choices
Managers adjust the expected return target of their Risk Parity
strategies via levering or de-levering their portfolios to the
desired risk level. This is facilitated using derivatives to obtain
the asset exposures instead of physical stocks, bonds and
commodities.
In Risk Parity strategies, US & foreign Govt. bonds are
typically levered due to their lower risk vs. stocks.
In Risk Parity strategies, asset classes such as US & non-US
equities, Govt. Bonds, and inflation-oriented assets such as
commodities & TIPS all have the same capital
allocation.
In Risk Parity strategies, asset classes such as US & non-US
equities, Govt. Bonds, and inflation-oriented assets such as
commodities & TIPS have the same contribution to portfolio
risk.
A key assumption in Risk Parity strategies is that broad asset
classes such as US & foreign stocks, US & foreign Govt
bonds, and inflation assets such as commodities & TIPS all have
essentially same Sharpe Ratio over time.