问题如下:
Based on Exhibit 2, which portfolio will most likely have the lowest tracking error?
选项:
A.Portfolio 1
B.Portfolio 2
C.Portfolio 3
解释:
C is correct. Of the three portfolios, Portfolio 3 has the lowest cash holding and the lowest fees. As a result, Portfolio 3 has the potential for the lowest tracking error compared with the other proposed portfolios.
为什么啊?