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必过1030_ · 2022年05月16日

选项b

NO.PZ2018120301000022

问题如下:

Mollynotes that SD&R generally uses actively managed portfolios designed to earna return in excess of the benchmark portfolio. For clients interested inpassive exposure to ­fixed-income instruments, SD&R offers two additionalapproaches.

  • Approach 1: Seeks to fully replicate a small range of benchmarks consisting of government bonds.
  • Approach 2: Follows an enhanced indexing process for a subset of the bonds included in the Bloomberg Barclays US Aggregate Bond Index. Approach 2 may also be customized to reflect client preferences.
Relativeto Approach 1 of gaining passive exposure, an advantage of Approach 2 is thatit:

选项:

A.

minimizes tracking error.

B.

requires less risk analysis.

C.

is more appropriate for socially responsible investors.

解释:

Correct Answer: C

C is correct. Enhanced indexing is especially useful for investors who consider environmental, social, or other factors when selecting a fixed-income portfolio. Environmental, social, and corporate governance (ESG) investing, also called socially responsible investing, refers to the explicit inclusion or exclusion of some sectors, which is more appropriate for an enhanced index strategy relative to a full index replication strategy. In particular, Approach 2 may be customized to reflect client preferences.

请问选项b怎么理解?

2 个答案

AnnaZ · 2024年03月16日

这个回复约等于没回复,为啥呢?enchaced不是可以减少一些bond,从而少分析一些risk吗?


pzqa015 · 2022年05月18日

嗨,努力学习的PZer你好:


B是错误的

enhanced indexing与fully replication 相比,并不能相应减少对风险的分析。

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