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zzlvpc · 2019年05月05日

2005年Q2 A问的第三小问

问题:statement “If we reduce the tracking error of the manager with the highest active risk, this is very likely to reduce the plan-wide active risk of the overall portfolio.”



Determine whether each of the three statements by Hammer is correct or incorrect



Answer: Incorrect.The individual manager’s risk can be offset by other individual managers’ portfolio risk. Forcing an individual manager to minimize tracking error or mimic the benchmark could in fact raise plan-wide active risk.

 老师, 这道题我完全不理解, 您能解释一下吗?

1 个答案

Shimin_CPA税法主讲、CFA教研 · 2019年05月05日

这道题目是risk management学科的,考纲变过,不用做啦。以下是不用做的真题清单,可以在资料下载倒数第二个文件包中找到.

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