问题如下：
Stocks A, B, and C are in the benchmark portfolio. Assume a manager forecasts returns on stocks A, B, and D. Stock C is in the benchmark but not in the forecast. Stock D is in the forecast but not in the benchmark. Which of the following is least accurate?
选项：
A.the manager should assign zero weight to stock C.
B.the manager should assign zero weight to stock D.
C.the weight assigned to stock C can be calculated from the alphas of the forecasted asset.
D.the weights assigned to stock C and D are not equal.
解释：
A is correct.
考点：Proper Alpha Coverage
解析：首先要注意题目中要求选出错误选项。
对于有预测但不在基准中的股票（Stock D），应为其分配的权重为0。对于没有预测但在基准中的股票（Stock C），应为其分配权重为 forecasted asset alphas 的函数。因此选项A是错误的，Stock C应分配的权重为 forecasted asset alphas 的函数，不等于0。其他选项的说法都是正确的。
没看懂下面老师对这道题的回答，问题和前面的同学类似，不懂这里是怎么判断的，和视频课上李老师讲的方法不一样啊，不懂，求换一种方式详细解答。
