NO.PZ2018070201000133
问题如下:
What is the main purpose of tactical asset allocation strategy:
选项:
A.trying to take the advantage of the arbitrage possibility among the asset classes.
B.deviating from the policy portfolio deliberately.
C.selecting asset classes with the desired exposures to systematic risk of the portfolio.
解释:
B is correct.
An investor uses tactical asset allocation to make actual asset allocation deviating from the strategic asset allocation of the policy portfolio which is described in the IPS. Tactical asset allocation can be used to take advantage of temporary dislocations from the market conditions and assumptions which drove the policy portfolio decision.
谢谢老师