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.
15 April.
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。