NO.PZ2020020202000004
问题如下：
Risk attribution differs from return attribution in that it:
选项：
A.is not conducted relative to a benchmark.
quantifies the risk consequences of the investment decisions.
quantifies the investment decisions of the investment manager.
解释：
B is correct.
Risk attribution, unlike return attribution, attempts to quantify the risk consequences of the investment decisions.
A is not correct because risk attribution may be conducted on either an absolute or a relative basis.
C is not correct because risk attribution does not capture the return impact of a manager’s investment decisions.
investment decision 指的就是仅仅return吗
