NO.PZ2024010508000026
问题如下：
Which of the following is most likely an active systematic approach to embedding ESG analysis in a portfolio?
选项：
A.Weighting ESG as an idiosyncratic factor in a proprietary multi-factor stock selection algorithm
B.Consideration of ESG scoring and relevant metrics in security-specific investment decisions
C.Minimizing tracking error against ESG benchmark indexes
解释：
A is correct. Using a multi-factor stock selection algorithm is a systematic ESG strategy because it directs the portfolio on a top-down basis, unlike a security-specific investment decision. Minimizing tracking error suggests an index-based, rather than active, approach.请问老师能仔细解释一下吗？谢谢
