问题如下:
Based on table below, which of following combinations of factors is most likely lead to a lowest tracking error:
选项:
A.A
B.B
C.C
解释:
C is correct.
考点:Tracking Error Management
解析: 更少的现金配置、组合中包含更多指数中的成分股、更低的手续费会使得追踪误差最小。
老师课上讲的number of secutiriies held by the portfolio 越多, 误差越大啊?