开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

nuankaka · 2023年02月01日

这个2% variance 在哪里可以看出来

  1. CFA II
  2. Equity

* 问题详情，请 查看题干

NO.PZ202207040100000501

问题如下：

Which of the funds in Exhibit 2 has a style most consistent with that of its respective index?

选项：

A.Lunnar A

B.Lunnar B

C.Lunnar C

解释：

Solution

B is correct. Lunnar B has a style most consistent with its index. Holdings-based style analysis is generally more accurate than returns-based style analysis because it uses the actual portfolio holdings. With holdings-based style analysis, portfolio managers can see how each portfolio holding contributes to the portfolio’s style and verify that the style is in line with the stated investment philosophy. Returns-based style analysis is preferred when the full details of the portfolio are not available. Lunnar B’s holdings-based mix is closest to its index style (2% variance, compared with Lunnar A’s 7% and Lunnar C’s 4%).

A and C are incorrect for the reasons stated above.

请问这题 2% variance 在那里可以看呀？

添加评论
1 个答案

笛子_品职助教 · 2023年02月02日

嗨，努力学习的PZer你好：


请问这题 2% variance 在那里可以看呀？


这题并没有出现2%这个数字，这只是解析里举的例子。是受B的holding based mix更接近指数，例如它的variance更小。这个解析力的信息可以忽略。

这道题只要知道，holding based的分析要比return-based更加准确，就可以了。

----------------------------------------------
就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

  • 1

    回答

  • 1

    关注

  • 600

    浏览
相关问题

NO.PZ202207040100000501 问题如下 Whiof the fun in Exhibit 2 ha style most consistent with thof its respective inx? A.Lunn B.Lunn C.Lunn SolutionB is correct. LunnB ha style most consistent with its inx. Holngs-basestyle analysis is generally more accurate threturns-basestyle analysis because it uses the actuportfolio holngs. With holngs-basestyle analysis, portfolio managers csee how eaportfolio holng contributes to the portfolio’s style anverify ththe style is in line with the stateinvestment philosophy. Returns-basestyle analysis is preferrewhen the full tails of the portfolio are not available. LunnB’s holngs-basemix is closest to its inx style (2% variance, comparewith LunnA’s 7% anLunnC’s 4%). A anC are incorrefor the reasons stateabove. 没看懂这道题在考什么，能不能一下

2024-03-23 10:18 1 · 回答

NO.PZ202207040100000501问题如下Whiof the fun in Exhibit 2 ha style most consistent with thof its respective inx?A.LunnAB.LunnBC.LunnCSolutionB is correct. LunnB ha style most consistent with its inx. Holngs-basestyle analysis is generally more accurate threturns-basestyle analysis because it uses the actuportfolio holngs. With holngs-basestyle analysis, portfolio managers csee how eaportfolio holng contributes to the portfolio’s style anverify ththe style is in line with the stateinvestment philosophy. Returns-basestyle analysis is preferrewhen the full tails of the portfolio are not available. LunnB’s holngs-basemix is closest to its inx style (2% variance, comparewith LunnA’s 7% anLunnC’s 4%). A anC are incorrefor the reasons stateabove. 为什么不能选A呢？请老师详细一下

2023-11-13 14:56 1 · 回答

NO.PZ202207040100000501问题如下Whiof the fun in Exhibit 2 ha style most consistent with thof its respective inx?A.LunnAB.LunnBC.LunnCSolutionB is correct. LunnB ha style most consistent with its inx. Holngs-basestyle analysis is generally more accurate threturns-basestyle analysis because it uses the actuportfolio holngs. With holngs-basestyle analysis, portfolio managers csee how eaportfolio holng contributes to the portfolio’s style anverify ththe style is in line with the stateinvestment philosophy. Returns-basestyle analysis is preferrewhen the full tails of the portfolio are not available. LunnB’s holngs-basemix is closest to its inx style (2% variance, comparewith LunnA’s 7% anLunnC’s 4%). A anC are incorrefor the reasons stateabove. 前面的67%， 33% 这个数字什么意思

2023-09-24 15:45 1 · 回答

NO.PZ202207040100000501 问题如下 Whiof the fun in Exhibit 2 ha style most consistent with thof its respective inx? A.Lunn B.Lunn C.Lunn SolutionB is correct. LunnB ha style most consistent with its inx. Holngs-basestyle analysis is generally more accurate threturns-basestyle analysis because it uses the actuportfolio holngs. With holngs-basestyle analysis, portfolio managers csee how eaportfolio holng contributes to the portfolio’s style anverify ththe style is in line with the stateinvestment philosophy. Returns-basestyle analysis is preferrewhen the full tails of the portfolio are not available. LunnB’s holngs-basemix is closest to its inx style (2% variance, comparewith LunnA’s 7% anLunnC’s 4%). A anC are incorrefor the reasons stateabove. 这个题即使有个隐形的条件 holng base比 return base 更为 accurate，那有怎么能说明B是对的？

2023-04-28 12:30 3 · 回答