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

程冠林 · 2023年02月10日

为什么不包含4月份

NO.PZ2022010501000011

问题如下:

Ord Capital Management, an investment management firm that claims compliance with the GIPS standards, manages a global equity portfolio for a pension plan sponsored by Chimie Bio-Industrielle. On 15 April, the plan sponsor notifies Ord that the firm will be terminated as of the end of the month and instructs the manager to stop trading immediately. Assuming Ord calculates composites using monthly portfolio returns, Ord must include the Chimie portfolio in the historical returns of the composite to which it belongs up to:

选项:

A.

31 March.

B.

15 April.

C.

30 April.

解释:

A is correct.

Terminated portfolios must be included in the historical performance of the composite through the last full measurement during which the firm had discretion. The last full measurement period during which the Chimie Bio-Industrielle portfolio was under the management of Ord Capital Management was the month of March.

终止的投资组合必须包括在公司有自由裁量权的最后一次全面衡量的历史业绩中。 Chimie Bio-Industrielle 投资组合由 Ord Capital Management 管理的最后一个完整评估期是 3 月份。

3.A.9 Terminated portfolios must be included in the historical performance of the composite up to the last full measurement period that each portfolio was under management and for which the firm has discretion.

不是4.15日通知,要在4月末结束吗,并不是在月中结束,那4月也是投资完整月呢。

1 个答案
已采纳答案

伯恩_品职助教 · 2023年02月10日

嗨,爱思考的PZer你好:


 as of the end of the month意思是截止本月底。通知是截止月底,不是月底再停。而且说了立即停止交易,就是要求着手进行terminate。

----------------------------------------------
努力的时光都是限量版,加油!