NO.PZ2019012201000013
问题如下：
Relative to broad-market-cap-weighting, passive factor-based strategies tend to:
选项：
A.be based on the efficient market hypothesis.
B.concentrate risk exposure.
C.overweight stocks that recently experienced large price decreases.
解释：
B is correct.
考点：Passive Factor-based Strategies
解析：基于被动因子的策略倾向于集中风险敞口，使投资者在选定的风险因子表现不好的时期面临较大的风险。
老师请问，broad-market-cap-weighting有什么特征吗？遇到的几道题都是问Factor-based strategy相较于broad-market-cap-weighting有什么特性，那么broad-market-cap-weighting自己有什么特性吗？
