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Jingwen · 2023年08月03日

这道题有点不理解

* 问题详情,请 查看题干

NO.PZ202212270100001902

问题如下:

Based on Exhibit 2, the decision to overweight or underweight which of the following regions contributed positively to performance at the overall fund level?

选项:

A.

North America

B.

Greater Europe

C.

Developed Asia and Australasia

解释:

Correct Answer: C

The decision to underweight developed Asia and Australasia was a good one because the benchmark for this region underperformed the total benchmark (12.85% versus 22.67%). Alternatively, the question can be answered by calculating the allocation effects for the three regions, as follows:

Allocation = (wi – Wi)(Bi – B)

North America = (10.84% – 7.67%)(16.47% – 22.67%) = –0.20%

Greater Europe = (38.92% – 42.35%)(25.43% – 22.67%) = –0.09%

Developed Asia and Australasia = (29.86% – 31.16%)(12.85% – 22.67%) = 0.13%

Developed Asia and Australasia is the only region of the three that had a positive allocation effect.

老师,为什么这个是看allocation是正的呢?怎么理解?

因为我想的是,应该去投资portfolio return大于total return的那一个呀,那这样多加权重,不就return增加了吗?


而且这道题里面的overweight or underweight这里我也不是很懂,是啥意思?不管增加还是减少,都能增加return的意思吗?感觉不应该呀。

1 个答案
已采纳答案

笛子_品职助教 · 2023年08月04日

嗨,从没放弃的小努力你好:


 the decision to overweight or underweight which of the following regions contributed positively to performance at the overall fund level?

从题干看出来的,这要理解题干的含义。

需要高配(overweight)和低配(underweight)哪个地区。

投资哪个地区,是allocation的问题。

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虽然现在很辛苦,但努力过的感觉真的很好,加油!

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