mino酱是个小破货 · 2025年03月16日
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NO.PZ202410250100000101
问题如下：
Identify which asset class(es) Bookman is most likely to note as in need of rebal ancing band policy adjustment. Justify your selection(s).
选项：
解释：
The private equity is is most likely to note as in need of rebalancing band policy adjustment.The rebanlacing band is only 5% of the private equity.Since the private equity is so illquid, only a small change within prior band, it has to rebalance with a high cost.
麻烦lucky老师也提供下本题的简单明确作答模板，谢谢
NO.PZ202410250100000101 问题如下 Joe Bookmis a portfolio manager State TeUniversity Fountion anis scussing the US00 million university enwment with the investment committee. Exhibit 1 presents selecteta on the current university enwment. The university investment committee is performing its quarterly assessment anrequests thBookmreview the rebalancing banpolicy. Intify whiasset class(es) Bookmis most likely to note in neeof rebalancing banpoliaustment. Justify your selection(s). 老师, 关于这一题PE的corrir, 如果考虑波动性, 应该窄; 但是考虑流动性的话, 又应该宽.这种题目里也没有提到更加侧重什么因素, 流动性就一点都不考虑么?
NO.PZ202410250100000101 问题如下 Intify whiasset class(es) Bookmis most likely to note in neeof rebalancing banpoliaustment. Justify your selection(s). 1.如果不考虑cost，波动性越大，range要越窄以控风险。解析考虑了cost，是一般都要把cost考虑到吗？2.当波动率越大，为了减少rebalance降低交易cost，应首先考虑降低成本因素，所以range应越宽（题中的private equity要更宽range懂了）。那当波动率越小，后面现金的部分，是怎么分析呢？波动率越小，如果不考虑成本因素range越宽。如果考虑成本因素，是因为波动率小的一般cost也小吗？所以对于成本小一些的，可以range更窄一点吗？就是这里有点没想通（题中的cash的range要更窄）
NO.PZ202410250100000101 问题如下 Intify whiasset class(es) Bookmis most likely to note in neeof rebalancing banpoliaustment. Justify your selection(s). 如何看出来cash的range宽的呢？
