NO.PZ201512181000007206
问题如下:
The risk measure referred to in Statement 3 is:
选项:
A.active share.
beta sensitivity
ex post tracking error.
解释:
C is correct. A traditional asset manager uses ex post tracking error when analyzing backward-looking returns. The Diversified Fixed-Income Fund prospectus stipulates a target benchmark deviation of no more than 5 bps. Tracking error is a measure of the degree to which the performance of a given investment deviates from its benchmark.
B是哪个知识点呢?麻烦老师讲一下,谢谢!