问题如下:
Which of the following is mostly likely the reason why the equities have a wider rebalancing range than the other asset classes?
选项:
A.The investor is risk averse.
B.The equities has high correlation with other asset classes.
C.The equities has low transaction costs compared to other asset classes.
解释:
B is correct.
考点:影响rebalancing range的因素.
解析:rebalancing corridor width与以下因素正相关:交易成本、税收、风险容忍度、与其它资产类型的相关性。与以下因素负相关:自身的波动率,其它资产类型的波动率。
Equities有更宽的rebalancing corridor width,所以可能的原因为:投资者风险容忍度高,与其它资产类型的相关性高,交易成本偏高。B正确。
high correlation 要变大家一块儿变,所以最终你单支股票所占权重还是和之前差不多,那意味着就算band定窄一点也没有关系哈,为什么要定宽