请问新考纲还有这个考点么？

问题如下：

How does ex ante tracking error differ from ex post tracking error?

选项：

A.

Ex ante tracking error takes into account the behavior of options whereas ex post tracking error does not.

B.

Ex post tracking error uses a more accurate forecast of future markets than the forecast used for ex ante tracking error.

C.

Ex ante tracking error uses current portfolio holdings exposed to the variability of historical markets, whereas ex post tracking error measures the variability of historical portfolio holdings in historical markets.

解释：

C is correct.

A is incorrect because although ex post tracking error accounts for the options that were in the portfolio in the past, ex ante tracking error might actually misstate the risk of options if it is computed using the parametric method.

B is incorrect because ex post tracking error is not aiming to forecast the future, it is only measuring the variability of past results.