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笑笑和啦啦 · 2022年06月03日

cost effective 是 enhanced indexing 嘛,“pure indexing”是 minimum cost 不是 cost effective是嘛

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NO.PZ201812020100000307

问题如下:

To meet both of Trey’s guidelines for the pension’s bond fund investment, Serena should recommend:

选项:

A.

pure indexing.

B.

enhanced indexing.

C.

active management.

解释:

B is correct. Low tracking error requires an indexing approach. A pure indexing approach for a broadly diversified bond index would be extremely costly because it requires purchasing all the constituent securities in the index. A more efficient and cost-effective way to track the index is an enhanced indexing strategy, whereby Serena would purchase fewer securities than the index but would match primary risk factors reflected in the index. Closely matching these risk factors could provide low tracking error.

这题不选pure indexing是为啥呀

谢谢老师

1 个答案
已采纳答案

pzqa015 · 2022年06月05日

嗨,爱思考的PZer你好:


“pure indexing”是 minimum cost ,这个结论是哪来的? 你记反了哈,pure indexing是costly,两种方法的比较见下图

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虽然现在很辛苦,但努力过的感觉真的很好,加油!

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