Wendy_品职助教 · 2019年05月20日
题目的问题是： the portfolio with the highest active factor risk exposure to the style factor is，就应该是用active style risk squared ÷ Active risk squared。
之前有一道题是看绝对值，那道题题目问的是which fund is most sensitive to the combined surprises in inflation and GDP growth 。
一定要看清楚题目，多读几遍题目揣摩一下问法。
