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Lance · 2023年06月14日

请问这道题到底选什么? 选错的还是选对的啊 。

NO.PZ2022061307000042

问题如下:

Question Which of the following statements concerning different types of market indexes is least accurate?

选项:

A.Commodity indexes are subject to different weighting methods for specific commodities. B.Equity indexes draw from a larger number of constituent securities than fixed-income indexes. C.Hedge fund indexes are subject to survivorship bias from voluntary reporting.

解释:

Solution

B is correct. The fixed-income universe includes securities issued by governments, government agencies, and corporations with a variety of types and characteristics. The number of fixed-income securities is many times larger than the number of equity securities.

C is incorrect. Most research organizations rely on the voluntary cooperation of hedge funds to compile performance data. As a result, hedge fund indexes are subject to survivorship bias from voluntary reporting.

A is incorrect. Commodity indexes do not have an obvious weighting mechanism, and index providers create their own weighting methods. As a result, commodity indexes are subject to different weighting methods for specific commodities.

???


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已采纳答案

王园圆_品职助教 · 2023年06月14日

同学你好,题干说的是” Which of the following statements concerning different types of market indexes is least accurate“——意思是选哪个说法是错的

解析说的A和C是incorrect的意思,是说这个两个选项本身的说法是正确的,所以不能选;

同理B是correct的意思,是说该选项本身的说法是错的——equity的数量是远远小于fixed income的数量的(而不是大于),所以Equity index能够使用的证券数量也应该小于fixed income index能够使用的证券数量,所以B的说法错误,所以应该选B

Lance · 2023年06月14日

就是AC的描述是正确的,对吗?

王园圆_品职助教 · 2023年06月14日

是的同学,AC的说法都是正确的

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