Short-Term Excess Return Forecast里面的数字大小有关系吗？假如不考虑Weight Limit的话

NO.PZ201805280100000103 问题如下 3. Baseon Exhibits 1 an2, to attempt to profit from the short- term excess return forecast, Capara shoulincrease KUE’s portfolio allocation to: A.velopemarkets equity ancrease its allocation to infrastructure. B.emerging markets equity ancrease its allocation to investment- gra bon. C.velopemarkets equity anincrease its allocation to private reestate equity. A is correct. The forecast for expecteexcess returns is positive for velopemarkets equity annegative for infrastructure. Therefore, to attempt to profit from the short- term excess return forecast, KUE coverweight velopemarkets equity anunrweight infrastructure. These austments to the asset-class weights are within KUE’s lower anupper polilimits.考点short term shifts in asset allocation 解析为了获得短期超额回报，应该增加excess return 0的资产权重，减少excess return 0的资产权重，表2中列举了各类资产的expecteexcess return。除此之外，还应该满足表1中各类权重变化的范围不超过upper anlower limit。根据排除法，正确 这题出的不好吧infrastructure这个资产在这指的是指数类的，不然这个资产流动性这么差，那么小的收益率变动还抵不过交易成本呢。这种资产应该避免short term的trang

第三小题，如果不考虑upperlimit 限制，能不能同时增加两个subset的权重？

为什么B不行？

为什么不是increase emerging market equity, crease bon？这样不是更有效吗

    请问一下，为什么B不对？谢谢！