NO.PZ2019042401000004
问题如下:
There are several statements with respect to considering transactions costs in the portfolio construction process :
I. considering transactions costs may hinder manager from rebalancing the portfolio to the optimum level.
II. the transactions costs usually occur at a specific point in time.
III. managers need to specify rules to regulate how transaction costs are amortized over the benefit time period.
Which of the following is correct :
选项:
A.None.
B.Only II.
C.Both I and II.
D.All.
解释:
D is correct.
考点:transactions cost
解析:statement I 说法正确,考虑交易成本可能会阻碍基金经理将投资组合重新调整到最佳水平。
statement II 说法正确,交易成本通常发生在特定的时间点。
statement III 说法正确,基金经理需要制定规则来明确交易成本在受益时间段内的摊销方式。所以,选项D正确。
如题