NO.PZ2019012201000011
问题如下:
The newly-founded equity fund TMT is in the process of selecting the benchmark. The fund focuses on stock allocation on highly liquid, well-known companies. In addition, the fund manager specifies that any stock purchased should have a high dividend yield, a low P/E, and a low price-to-book ratio (P/B). To satisfy benchmark and security selection requirements, the equity index benchmark should be a:
选项:
A.
mid-capitalization with a growth tilt.
B.
large-capitalization with a value tilt.
C.
small-capitalization with a core tilt.
解释:
B is correct.
考点:Indexes as a Basis for Investment
解析:TMT基金要求指数中包括流动性好的知名公司,而大盘股指数往往包含了市值最大公司的股票,这些股票往往具很高的流动性。价值型股票往往表现为高股息率、低市盈率和低市净率,因此选项B满足基金公司和基金经理对benchmark的要求。
highly liquid well-known不起应该是value型的么