问题如下:
If manager added the constraint to portfolio construction, IR will:
选项:
A. decrease.
B. increase.
C. no change.
解释:
A is correct.
考点:Application of the fundamental law
解析:这里考的是结论,对于有投资限制的组合, IR generally decreases with the aggressiveness of the strategy, lower transfer coefficient.
老师好 这里 答案里说IR decrease with the agrresiveness of the strategy. 但结论里不是水果IR 不受Agrresiveness的影响嘛?谢谢。