NO.PZ2019012201000020
问题如下:
TMT fund uses a price-weighted index to be the benchmark for its US investment portfolio. The benchmark used:
选项:
A. is biased
toward large-cap stocks.
B. requires
regular rebalancing
C. holds the same number of shares in each component stock.
解释:
C is correct.
考点: Index Construction Methodologies
解析: 在价格加权指数中,每只股票的权重相当于是每股价格除以指数中所有股票价格之和。因此,价格加权指数假设每只成份股被持有相同的数量。
是不需要调整吗?因为即使股价变化了他总是买一份?