NO.PZ2019042401000019
问题如下:
There are several sentences regarding the purpose of risk decomposition:
I. To detect excessive tracking risk.
II. To detect style drift.
III. To detect high concentrations of risk.
V. To ascertain that investment activities and expectations are consistent.
Which of the following is correct:
选项:
A.
All.
B.
I, II and III.
C.
II, III and V.
D.
I, III and V.
解释:
C is correct.
考点:Risk decomposition
解析:风险分解不是为了检测excessive tracking risk,我们可以用 forecasted tracking error amount 与 budget相比较,来检测excessive tracking risk.,因此statement I 错误。
风险分解可以用来检测style drift,因此statement II 正确。风险分解可以用来检测集中度高的风险,因此statement III 正确。风险分解的目的是确保投资活动符合预期,因此statement V 正确。
请问此题如何解答 谢谢