NO.PZ202206140600000203
问题如下:
In the discussion between McNeil and his colleague about the portfolio performance shown in Exhibit 1, the most accurate statement is:选项:
A.Statement 1. B.Statement 2. C.Statement 3.解释:
SolutionB is correct. The decision to underweight the health care sector was not beneficial, because the allocation contribution to the excess return is negative (–0.16%).
A is incorrect. Although the financial services sector performed well, it is the technology sector performance that provided the largest contribution to the excess return of the portfolio.
C is incorrect. The decision to underweight the consumer goods sector negatively affected the excess return (–0.15%), which is not a benefit.
health care的benchmark return小于整体benchmark return,underweight为什么not beneficial整体组合呢?