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hyi725 · 2024年08月06日

这个也属于重要知识点吗

  1. CFA III
  2. Fixed Income

* 问题详情，请 查看题干

NO.PZ202209060200004603

问题如下：

Is Adams is most likely correct in her assessment of measurement error?

选项：

A.Yes B.No, because passive management would preclude measurement error C.No, because asset liquidity risk is greater than the risk of measurement error

解释：

Solution

A is correct. Measurement error for Asset BPV can arise even in the classic passive immunization strategy for Type I cash flows, which have set amounts and dates. Asset liquidity can become a risk factor in strategies that add active investing to otherwise passive fixed-income portfolios and would not be applicable here.

B and C are incorrect.

本道大题连错3小题心态崩了

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1 个答案

pzqa31 · 2024年08月07日

嗨，努力学习的PZer你好：


原版书有提到measurement error，但是不是一个独立的知识点，这里就当一个补充记忆一下吧。

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努力的时光都是限量版，加油！

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NO.PZ202209060200004603 问题如下 Is Ams is most likely correin her assessment of measurement error? A.Yes B.No, because passive management woulpreclu measurement error C.No, because asset liquity risk is greater ththe risk of measurement error SolutionA is correct. Measurement error for Asset BPV carise even in the classic passive immunization strategy for Type I cash flows, whihave set amounts antes. Asset liquity cbecome a risk factor in strategies tha active investing to otherwise passive fixeincome portfolios anwoulnot applicable here. B anC are incorrect. 这两种风险怎么比较大小呢？被动投资的流动性风险怎么理解

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NO.PZ202209060200004603问题如下Is Ams is most likely correin her assessment of measurement error?A.YesB.No, because passive management woulpreclu measurement errorC.No, because asset liquity risk is greater ththe risk of measurement errorSolutionA is correct. Measurement error for Asset BPV carise even in the classic passive immunization strategy for Type I cash flows, whihave set amounts antes. Asset liquity cbecome a risk factor in strategies tha active investing to otherwise passive fixeincome portfolios anwoulnot applicable here. B anC are incorrect.Passive 也有measurement risk？

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