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Ceci · 2024年06月10日

这道题

NO.PZ2024010508000019

问题如下:

A portfolio manager is creating a bond fund with an ESG tilt. In constructing the portfolio, the manager will:

选项:

A.be limited to short-term maturities to avoid climate risk.

B.be able to select green bonds based on a universally accepted ranking system.

C.have a smaller investable universe to select from for sovereign bonds compared to corporate bonds.

解释:

C is correct. An ESG-tilted portfolio could hold both corporate and sovereign debt, but the investable universe for sovereign debt is much smaller than the number of corporates that issue corporate debt. While sovereign debt outstanding in money terms is exceptionally large, the number of sovereign issuers is far lower than the number of corporate issuers. There is not currently a universally accepted ranking system for green bonds. If the manager is concerned about a particular issuer’s ability to manage climate risk, the manager might limit the investment in that issuer’s debt to shorter maturities, but that would not apply to all bonds in the portfolio.

请问A为什么不对哦???

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已采纳答案

净净_品职助教 · 2024年06月10日

嗨,从没放弃的小努力你好:


选项A表明投资经理将仅限于短期债券以避免气候风险。这种策略不一定适用于所有情况,因为投资经理可能会根据每个发行人管理气候风险的能力来决定是否投资其债券,且这种策略不会应用于整个债券组合。此外,选择债券的时间长度更多是基于投资策略和收益率曲线考量,而不仅仅是气候风险。因此,将投资限定在短期债券上不能完全代表解决或规避气候风险的有效手段,且这种策略对于具有ESG倾斜的债券基金而言过于简化和限制性。

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