问题如下：
Which of following is a feature regarding to the factor-tilting approach?
选项：
A. The
approach specializes in taking stakes in listed companies and advocating
changes for the purpose of producing a gain on the investment.
B. The
approach tracks a benchmark index closely but also provides exposures to the
chosen factor.
C. A long/short
portfolio is typically formed by going long the best quantile and shorting the
worst quantile.
解释：
B is correct.
考点：Top-Down and Other Strategies
解析: 因子倾斜策略在密切跟踪基准指数的同时对看好的因子主动承担一定风险。
C答案之所以错，是因为factor-tilting只能long，不能short，对吗？另外，C选项实际上是hedge portfolio approach，对吗？