NO.PZ2022122801000042
问题如下：
Anna was recently hired as
the investment advisor for the ZTA Corporation pension fund. The current market
value of the pension fund’s assets is USD 10 billion, and the present value of
the fund’s liabilities is USD 8 billion. Anna recommends that the risk-averse
ZTA board of directors consider adopting a liability-relative method,
specifically the hedging/return-seeking portfolio approach. The duration of the
pension liability is 3. Exhibit 1 presents three potential asset allocation
choices for the pension fund.
which Portfolio would be most appropriate for the hedging portfolio?
选项：
A.
Portfolio A
B.
Portfolio B
C.
Portfolio C
解释：
The hedging portfolio must include assets whose returns are driven by the same factors that drive the returns of the liabilities.
？？请问这题说了个啥
