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mosquito三颗猫 · 2022年07月31日

B选项是错在greater?

* 问题详情,请 查看题干

NO.PZ201909300100000302

问题如下:

2 Based on Exhibit 1 and relative to the benchmark, the manager of Fund 1 most likely used a:

选项:

A.

growth tilt.

B.

greater tilt toward small cap.

C.

momentum-based investing approach.

解释:

A is correct.

Based on the factor sensitivities in column 1 (negative sensitivity of –0.17 to HML) and the differences relative to the benchmark shown in column3, the manager likely had a growth tilt.

B选项是错在greater?

1 个答案

吴昊_品职助教 · 2022年08月01日

嗨,努力学习的PZer你好:


本题不是看第一列。注意题干中的“relative to the benchmark”,所以只需要看图表中的第三列difference的正负号来确定投资风格(就是和benchmark相比是多还是少)。B选项:现在SMB是负数(-0.09),说明更多投资在大盘股,所以B不对。

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