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OCTOPUS · 2018年10月02日

问一道题:NO.PZ2018053101000003 [ CFA I ]

问题如下图:

选项:请问解释的最后一句话是什么意思呀

A.

B.

C.

解释:

1 个答案

韩韩_品职助教 · 2018年10月02日

最后一句话的意思是,投资另类产品的两个挑战,一是风险方面很难准确测量,二是需要投资另类产品技能的专业投资经理。

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NO.PZ2018053101000003问题如下The potentibenefits of allocating a portion of a portfolio to alternative investments inclu:A.ease of manager selection.B.improvement in portfolio risk–return.C.accessible anreliable measures of risk anreturn.B is correct.Aing alternative investments to a portfolio mprovi versification benefits because of these investments’ less thperfecorrelation with other assets in the portfolio. a result, allocating a portion of one’s fun to alternatives coulpotentially result in improverisk–return relationship. Challenges to allocating a portion of a portfolio to alternative investments inclu obtaining reliable measures of risk anreturn well selecting portfolio managers for the alternative investments.另类投资品和的传统的资产之间相关性较低,能提供一个分散化作用;同时另类投资品的历史的收益较高,可以帮助提升整个组合的收益风险关系,所以B正确;A,另类投资通常通过主动方式做投资管理,所以较为看重投资经理的研究能力和投资经验,所以A不正确;而C,另类投资的风险和收益数据,存在很多偏差,相对不太可靠,所以不正确。谢谢。。。。。。。。。。。

2023-04-26 17:08 1 · 回答

NO.PZ2018053101000003 问题如下 The potentibenefits of allocating a portion of a portfolio to alternative investments inclu: A.ease of manager selection. B.improvement in portfolio risk–return. C.accessible anreliable measures of risk anreturn. B is correct.Aing alternative investments to a portfolio mprovi versification benefits because of these investments’ less thperfecorrelation with other assets in the portfolio. a result, allocating a portion of one’s fun to alternatives coulpotentially result in improverisk–return relationship. Challenges to allocating a portion of a portfolio to alternative investments inclu obtaining reliable measures of risk anreturn well selecting portfolio managers for the alternative investments.另类投资品和的传统的资产之间相关性较低,能提供一个分散化作用;同时另类投资品的历史的收益较高,可以帮助提升整个组合的收益风险关系,所以B正确;A,另类投资通常通过主动方式做投资管理,所以较为看重投资经理的研究能力和投资经验,所以A不正确;而C,另类投资的风险和收益数据,存在很多偏差,相对不太可靠,所以不正确。 RT,谢谢

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