如题。
感觉和原版书还有经典题库中其他来源题的表述方式比起来，mock题的表述方式很别扭，尤其是有的选择题。一些题看答案知识点是懂得，但是读题看不明白他什么意思。但是原版书和其他题好像就好很多。
所以mock和真实的考题来比相似性有多高呢？需要重点习惯下mock的表达方式么？
举例说明，我用fixed income来举例，但是我觉得其他学科mock题目也有这个感觉
Derran thanks Shield and Edge for their counsel. She decides that she would like to alter the portfolio by reducing the allocation to equity securities and adding exposure to both inflation-protected notes and corporate bonds. Because she will be paying capital gains taxes on the sale of the equity securities, she wishes to minimize future investment-related taxes. Derran makes the following comment: “My priority is for the annual donation to the PLU endowment to be funded from interest income and maturing bonds. At times, we may need to swap similar bonds for tax management purposes. Unless you are offsetting gains with losses, you should realize short-term gains while deferring short-term losses because I consider myself to be a patient investor.”
Is Derran’s comment most likely correct as it relates to tax loss harvesting? (2019 mock AM)
选项：
A.
No. She is incorrect about short-term gains and short-term losses.
B.
Yes
C.
No. She is incorrect about offsetting gains with losses.
答案选A, 但是只读题的话，尤其加上unless，意识不到short term gain/loss 他想表达什么
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Adams and junior portfolio manager Frank Neeson review the fixed-income portfolios of two new defined benefit plan clients, Lawson Doors & Cabinets, Inc., and Wharton Farms.
Neeson comments, “The durations for almost half of the bonds in the Wharton portfolio are clustered around 4 years, and the durations of the remainder around 12 years, while the durations of the Lawson portfolio bonds are clustered between 6 years and 8 years. In general, a laddered bond portfolio approach would improve liquidity management for both, although the Lawson portfolio would experience an increase in cash flow reinvestment risk and the Wharton portfolio would experience a decrease in convexity.”
Is Neeson most likely correct in his assessment of the effects of a laddered bond portfolio approach on the Wharton and Lawson portfolios? (2019 mock AM)
A
Yes
B
No, because the Lawson portfolio is a bullet portfolio where the duration of its assets are matched to the duration of its liabilities
C
No, because the duration of the Wharton liabilities is greater than that of the Lawson liabilities owing to the younger age of its participants
读题的时候根本意识不到他说的这句描述lawson和wharton的句子是指用了laddered portfolio调节之后的特征，句子描述很奇怪