NO.PZ2018062002000059
问题如下:
Carla Scott, a portfolio manager for a company that manages investment accounts, recently published the following statements about security market index:
statement1: Security market indices are used as measures of investment returns.
statement2: Security market indices are used as proxies to measure unsystematic risk.
statement3: Security market indices are used as proxies for specific asset classes in asset allocation models.
Which statement is most correct?
选项:
A.statement 1.
B.statement 2.
C.statement 3.
解释:
C is correct.
In asset allocation models, security market indices play a critical role as proxies for asset classes.
考点:Security market indices
证券市场指数可以用于:
statement1:这个选项错在说的太宽泛了,证券市场指数以大盘指数为例,代表的是整个股票市场组合的平均表现,不是用于衡量个股收益。
statement2:错在非系统性风险。证券市场指数是衡量系统性风险的替代,而不是非系统性风险。
statement3:第三句话是正确的,它说的是基金经理在做大类资产配置之前,可以用证券市场指数的历史风险和收益数据替代不同的大类资产进行模型测试。这个是证券市场指数的应用之一。
老师选项a 如果吧invetment return 改成market return 是对的吗?