NO.PZ201812020100000307
问题如下:
To meet both of Trey’s guidelines for the pension’s bond fund
investment, Serena should recommend:
选项:
A.pure indexing.
B.enhanced indexing.
C.active management.
解释:
B
is correct. Low tracking error requires an indexing approach. A pure indexing
approach for a broadly diversified bond index would be extremely costly because
it requires purchasing all the constituent securities in the index. A more
efficient and cost-effective way to track the index is an enhanced indexing
strategy, whereby Serena would purchase fewer securities than the index but
would match primary risk factors reflected in the index. Closely matching these
risk factors could provide low tracking error.
这题不选pure indexing是为啥呀
谢谢老师