Statement 3: Channel's pension fund may rebalance portfolio weights from the strategicallocation in order to exploit perceived opportunities based on its latest five-year capitalmarket expectations.
我想问下老师,AA-M3这个经典题其中一个statement答案说是错的,看了答案没太理解。说是后半句讲的是TAA,因为是短期调整,可是五年的预测算是短期调整么,这难道不是Long-term改变导致的SAA变化引起的rebalance?
这个题目我知道选啥,但是这个解释真的不理解,求教老师