CFA考男 · 2020年03月06日
问题如下：
Assume that the Courtland account has a return of -5.3% in a given month, during which the portfolio benchmark has a return of -5.5% and the market index has a return of -2.8%. What is the Courtland account’s return due to the manager’s style?
选项：
A.-2.7%
0.2%
-2.5%
解释：
A is correct.
The return due to style is S = B – M = –5.5% – (–2.8%) = –2.7%
为什么不是正 而是负数。
谢谢
NO.PZ2020020202000024 问题如下 Assume ththe Courtlanaccount ha return of -5.3% in a given month, ring whithe portfolio benchmark ha return of -5.5% anthe market inx ha return of -2.8%. Whis the Courtlanaccount’s return e to the manager’s style? A.-2.7% B.0.2% C.-2.5% A is correct.The return e to style is S = B – M = –5.5% – (–2.8%) = –2.7% 如题
0.2% -2.5% A is correct. The return e to style is S = B – M = –5.5% – (–2.8%) = –2.7% 请问这道题和上一道题是哪个讲义里讲的，有什么区别
