问题如下:
A manager lists some risk objectives as below, which is most likely a relative risk objective?
选项:
A.The risk of a fund will not exceed $4 million in one day at 95% probability.
B.The risk of a fund will not below that of the FTSE by 100 basis points.
C.The risk-adjust return of the fund will not be lower than 12%.
解释:
B is correct.
Comparing a fund's performance with a selective benchmark is a relative measure method of risk objective.
能分析一下为什么选B么?下次遇到这种题应该怎么判断?