NO.PZ2022120701000083
问题如下：
Which of the following statements about exclusionary screening is true?选项：
A.Imposing an exclusion screen may introduce unintended factor exposure B.Exclusionary screening imposes sustainability-related themes to a portfolio investment universe C.Exclusionary screening considers more qualitative forms of responsible investment, such as stewardship and engagement activities解释：
The degree of exclusions may carry significant implications from a portfolio management perspective — not just in terms of higher tracking error and active share, but also in unintended factor exposure Hence, imposing an exclusion screen may introduce unintended factor exposure如题
