NO.PZ2019012201000018
问题如下:
Based on table below, which of following combinations of factors is most likely lead to a lowest tracking error:
选项:
A.A
B.B
C.C
解释:
C is correct.
考点:Tracking Error Management
解析: 更少的现金配置、组合中包含更多指数中的成分股、更低的手续费会使得追踪误差最小。
No.PZ2019012201000018 (选择题)
cash holding 越少,跟踪误差越小,怎么理解?