没看懂为什么选A，而不选B，麻烦解释一下，谢谢

* 问题详情，请查看题干

NO.PZ201809170400000301

问题如下：

Compared with broad-market-cap weighting, the international equity strategy suggested by McMahon is most likely to:

选项：

concentrate risk exposure.

be based on the efficient market hypothesis.

overweight stocks that recently experienced large price decreases.

解释：

A is correct. Compared with broad-market-cap weighting, passive factor-based strategies tend to concentrate risk exposure, leaving investors vulnerable during periods when the risk factor (e.g., momentum) is out of favor.

没看懂为什么选A，而不选B，麻烦解释一下，谢谢

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1 个答案

笛子_品职助教 · 2024年12月14日

嗨，从没放弃的小努力你好：

Hello，亲爱的同学~

相对于broad-market-cap weighting广泛分散于各个因子， passive factor-based strategies会重点投资于某几个因子。因此，passive factor-based strategies在因子上的集中度更高。所以选A：concentrate risk exposure.

无论是broad-market-cap weighting还是passive factor-based strategies，它们都是被动投资，相信市场有效。因此这是他们的共同点。

而本题要选择他们之间的区别（Compared with），因此B不选。

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