NO.PZ202212270100001803
问题如下：
Based on Exhibit 1, the manager could have delivered more value to the portfolio during the investment period by weighting more toward:
选项：
A.value stocks.
small-cap stocks.
momentum stocks.
解释：
Correct Answer: C
Had the manager weighted more toward momentum stocks during the period, the momentum factor (WML) return of 3.38% would have contributed positively to the portfolio.
A is incorrect because the HML factor return was –9.60%; thus, weighting more toward value stocks would have detracted from portfolio returns.
B is incorrect because the SMB factor return was –3.25%; thus, weighting more toward small-cap stocks would have detracted from portfolio returns.
老师好，请问下这道经典题的150题，对应的是哪个章节的哪个知识点啊，我看这道题有点不熟悉，想去找基础班再听一下。我觉得它有点像active equity strategy，又有点像trading。
