NO.PZ2022122701000022
问题如下：
Steve Beckman manages the Global Equity Fund (Fund) at NavalMemes
Asset Management. Beckman uses a top-down investment approach that utilizes
technical analyses and econometric models to forecast country and sector return
expectations. Beckman does not take idiosyncratic risks, and he hedges the
aggregate market risk of the Fund. The Fund seeks a target rate of return
(minimum acceptable return) of T-bill return plus 4%.
Recommend the risk
attribution approach best suited in evaluating the Fund.
选项：
解释：
Steve Beckman
manages the Global Equity Fund as a top-down manager with an absolute return
target. Using a factor’s marginal contribution to total risk and specific risk
is the best approach to evaluate the Fund.
这个和approach里的specific risk有关系吗，需要说因为fund没有承担idiosyncratic risks所以不需要attribute factor‘s marginal contribution to specific risk吗
