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倩倩加油鸭 · 2023年02月18日

老师,是不是复习的时候case study for个人机构ips的可以不用再花时间啦?谢谢

NO.PZ2022051904000008

问题如下:

The Lemont Family Foundation follows a systematic quarterly rebalancing policy based on rebalancing corridors for each asset class. In the latest quarter, a significant sell-off in US public equities resulted in an unusually large 1.2% underweight position relative to the applicable lower corridor boundary. This is the only policy exception requiring rebalancing attention.

The Foundation’s investment team views the sell-off as temporary and remains pleased with the performance of all external managers, including that of its US public equities manager. However, the sell-off has increased the significance of liquidity and flexibility for the team. As a result, the team now considers whether to rebalance through the cash market or the derivatives market.

Q. Determine the most appropriate rebalancing choice for the Foundation’s investment team. Justify your response.


解释:

如题,麻烦您啦,谢谢

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lynn_品职助教 · 2023年02月19日

嗨,从没放弃的小努力你好:


老师,是不是复习的时候case study for个人机构ips的可以不用再花时间啦?谢谢


是的,这些case就很鸡肋,题目出得也不好,知识点也是没有讲过的。临近考试可以不用花时间了,好好把错题看一遍,检查一下自己知道但是有可能在考场紧张的情况下,会忘记的知识点。


这个知识点是考察如何做rebalance。

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就算太阳没有迎着我们而来,我们正在朝着它而去,加油!

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