开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

今天也要来一杯 · 2020年03月01日

问一道题：NO.PZ201909300100000305

  1. CFA III
  2. Trading&Performance

* 问题详情，请 查看题干

问题如下：

5 Based on Exhibit 2, the allocation effect for South America is closest to:

选项：

A.

-0.04%

B.

0.03%

C.

0.20%

解释：

C is correct.

The allocation effect for South America is 0.20%.
Allocation = (wi – Wi)(Bi – B) = (20.38% – 18.82%)(35.26 – 22.67%) = 0.1964% = 0.20%

请问什么时候用 (wi – Wi)(Bi – B)，什么时候用(wi – Wi) *B

添加评论
1 个答案
已采纳答案

星星_品职助教 · 2020年03月01日

同学你好，

这个老师上课讲过，如果题目中强调了用Brinson Model，则优先用 (wi – Wi) *B，如果啥都没说，那么 (wi – Wi)(Bi – B)的可能性大，优先用这个。

  • 1

    回答

  • 3

    关注

  • 833

    浏览
相关问题

NO.PZ201909300100000305 问题如下 5 Baseon Exhibit 2, the allocation effefor South Ameriis closest to: A.-0.04% B.0.03% C.0.20% C is correct. The allocation effefor South Ameriis 0.20%.Allocation = (wi – Wi)(– = (20.38% – 18.82%)(35.26 – 22.67%) = 0.1964% = 0.20% Macro的公式是（Rbi-Rb），Micro的公式是（Rb-0），题干不是已经说了用Micro算得么？为什么答案还是（Rbi-Rb）呢？单纯是因为没有Micro那个公式的么？

2024-05-28 20:27 1 · 回答

NO.PZ201909300100000305 问题如下 5 Baseon Exhibit 2, the allocation effefor South Ameriis closest to: A.-0.04% B.0.03% C.0.20% C is correct. The allocation effefor South Ameriis 0.20%.Allocation = (wi – Wi)(– = (20.38% – 18.82%)(35.26 – 22.67%) = 0.1964% = 0.20% 为什么这个allocation公式不行？？

2024-05-13 22:53 1 · 回答

NO.PZ201909300100000305 问题如下 5 Baseon Exhibit 2, the allocation effefor South Ameriis closest to: A.-0.04% B.0.03% C.0.20% C is correct. The allocation effefor South Ameriis 0.20%.Allocation = (wi – Wi)(– = (20.38% – 18.82%)(35.26 – 22.67%) = 0.1964% = 0.20% 如题

2022-08-08 07:35 1 · 回答

NO.PZ201909300100000305 问题如下 5 Baseon Exhibit 2, the allocation effefor South Ameriis closest to: A.-0.04% B.0.03% C.0.20% C is correct. The allocation effefor South Ameriis 0.20%.Allocation = (wi – Wi)(– = (20.38% – 18.82%)(35.26 – 22.67%) = 0.1964% = 0.20% 如题

2022-05-15 18:33 2 · 回答

NO.PZ201909300100000305问题如下5 Baseon Exhibit 2, the allocation effefor South Ameriis closest to: A.-0.04% B.0.03% C.0.20% C is correct. The allocation effefor South Ameriis 0.20%.Allocation = (wi – Wi)(– = (20.38% – 18.82%)(35.26 – 22.67%) = 0.1964% = 0.20%为什么用35·26？表里显示的也是benchmark return 啊，为什么当成Rp来用

2022-04-20 15:22 1 · 回答