问题如下图:
选项:
A.
B.
C.
解释:
这题应该是答案错了吧。最后的active share应该是1%。
NO.PZ2019012201000031 问题如下 Initially, FunTMT helactive positions in two reestate stocks—one wover-weighte1 %, anthe other wunr-weighte1%. FunTMT trabato benchmark weights on those two stocks. Then, TMT selectetwo fferent stocks thwere helbenchmark weights, one automobile stoanone technology stock. TMT over-weightethe automobile sto1% anunrweightethe technology sto1%. Whwthe effeof TMT’s two tras on its active share? TMT’s active share: crease remained unchange increase B is correct. 考点:Active Share anActive Risk 解析:只有当投资组合的主动权重绝对值的总和发生变化时,主动份额才会发生变化。在TMT基金的两笔交易中,初始头寸和新头寸都涉及两只股票,一只减持1%,另一只增持1%,因此主动权重绝对值的总和没有变化,所以主动份额并没有改变。 是不是active risk降低?这个怎么算啊
NO.PZ2019012201000031 问题如下 Initially, FunTMT helactive positions in two reestate stocks—one wover-weighte1 %, anthe other wunr-weighte1%. FunTMT trabato benchmark weights on those two stocks. Then, TMT selectetwo fferent stocks thwere helbenchmark weights, one automobile stoanone technology stock. TMT over-weightethe automobile sto1% anunrweightethe technology sto1%. Whwthe effeof TMT’s two tras on its active share? TMT’s active share: crease remained unchange increase B is correct. 考点:Active Share anActive Risk 解析:只有当投资组合的主动权重绝对值的总和发生变化时,主动份额才会发生变化。在TMT基金的两笔交易中,初始头寸和新头寸都涉及两只股票,一只减持1%,另一只增持1%,因此主动权重绝对值的总和没有变化,所以主动份额并没有改变。 老师,题目里的tra bato the benchmark的意思,是不是就是权重调整到和benchmark一样了?
NO.PZ2019012201000031 问题如下 Initially, FunTMT helactive positions in two reestate stocks—one wover-weighte1 %, anthe other wunr-weighte1%. FunTMT trabato benchmark weights on those two stocks. Then, TMT selectetwo fferent stocks thwere helbenchmark weights, one automobile stoanone technology stock. TMT over-weightethe automobile sto1% anunrweightethe technology sto1%. Whwthe effeof TMT’s two tras on its active share? TMT’s active share: crease remained unchange increase B is correct. 考点:Active Share anActive Risk 解析:只有当投资组合的主动权重绝对值的总和发生变化时,主动份额才会发生变化。在TMT基金的两笔交易中,初始头寸和新头寸都涉及两只股票,一只减持1%,另一只增持1%,因此主动权重绝对值的总和没有变化,所以主动份额并没有改变。 然后答案应该是 same,2比1高,1比2高,这种感觉才好理解一些。。。
NO.PZ2019012201000031 问题如下 Initially, FunTMT helactive positions in two reestate stocks—one wover-weighte1 %, anthe other wunr-weighte1%. FunTMT trabato benchmark weights on those two stocks. Then, TMT selectetwo fferent stocks thwere helbenchmark weights, one automobile stoanone technology stock. TMT over-weightethe automobile sto1% anunrweightethe technology sto1%. Whwthe effeof TMT’s two tras on its active share? TMT’s active share: crease remained unchange increase B is correct. 考点:Active Share anActive Risk 解析:只有当投资组合的主动权重绝对值的总和发生变化时,主动份额才会发生变化。在TMT基金的两笔交易中,初始头寸和新头寸都涉及两只股票,一只减持1%,另一只增持1%,因此主动权重绝对值的总和没有变化,所以主动份额并没有改变。 老师好,我想确认一下这道题说的科技类行业的两只股票,是在房地产行业股票的基础上新增的么?因为一共有4支股票,都是benchmark里面的,我理解是最开始有两只,后来又加了两只,不应该和benchmark更像了么?和benchmark更像不就是active share更低了么?
NO.PZ2019012201000031 问题如下 Initially, FunTMT helactive positions in two reestate stocks—one wover-weighte1 %, anthe other wunr-weighte1%. FunTMT trabato benchmark weights on those two stocks. Then, TMT selectetwo fferent stocks thwere helbenchmark weights, one automobile stoanone technology stock. TMT over-weightethe automobile sto1% anunrweightethe technology sto1%. Whwthe effeof TMT’s two tras on its active share? TMT’s active share: crease remained unchange increase B is correct. 考点:Active Share anActive Risk 解析:只有当投资组合的主动权重绝对值的总和发生变化时,主动份额才会发生变化。在TMT基金的两笔交易中,初始头寸和新头寸都涉及两只股票,一只减持1%,另一只增持1%,因此主动权重绝对值的总和没有变化,所以主动份额并没有改变。 可以请老师讲一下这道题吗?不是很懂