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?