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Basel Zhang · 2023年08月02日

出现停牌卖不掉，reconsititution不就大于500了吗？

  1. CFA III
  2. Equity

NO.PZ2023010903000014

问题如下：

For the large-cap US equity portion of Sapphire’s investment portfolio, Cullen believes that there are some existing passive indexed-based funds that track the S&P 500 Index that the foundation should consider. Cullen presents Exhibit 2 to Sapphire’s board.

Exhibit 2 S&P 500 Index Funds

as an indexing technique, the number of holdings in Manager B’s index least likely illustrates:

选项：

A.

reconstituting

B.

packeting

C.

buffering

解释：

Reconstitution involves deleting names that are no longer in the index and adding names that have been approved as new index members. Therefore the holdings of the fund should always be 500.

如题。

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2 个答案

笛子_品职助教 · 2023年08月02日

嗨，从没放弃的小努力你好：


老师的意思是，停牌是特殊情况，不属于一般情形。本题不考虑特殊情形。

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笛子_品职助教 · 2023年08月02日

嗨，从没放弃的小努力你好：


出现停牌卖不掉，reconsititution不就大于500了吗？

Hello，亲爱的同学~

停牌的时候，benchmark一般也不会在这个时候剔除了。除非这个企业真的停牌到破产，不得不剔除。

这是很特殊的、很小概率的情况，我们解题只考虑一般情形哦。

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