问题如下:
2 The most appropriate risk attribution approach for the fixed-income manager is to:
选项:
A.decompose historical returns into a top-down factor framework.
evaluate the marginal contribution to total risk for each position.
attribute tracking risk to relative allocation and selection decisions.
解释:
C is correct.
The portfolio is managed against a benchmark, which indicates a relative-risk type of risk attribution analysis. For a top-down investment approach, the analysis should attribute tracking risk to allocation and selection decisions relative to the benchmark.
麻烦讲解一下这道题思路 谢谢