请问品质题库
哪里看出应该选enhanced?key words是啥
The city also manages a separate, smaller bond portfolio for the Radford School District. During the next five years, the school district has obligations for school expansions and renovations. The funds needed for those obligations are invested in the Bloomberg Barclays US Aggregate Index. Doug asks Hui which portfolio management strategy would be most efficient in mimicking this index.
Hui’s response to Doug’s question about the most efficient portfolio management strategy should be:
A
不正确full replication.
B
active management.
C
an enhanced indexing strategy.
Correct Answer: C
C is correct. Under an enhanced indexing strategy, the index is replicated with fewer than the full set of index constituents but still matches the original index’s primary risk factors. This strategy replicates the index performance under different market scenarios more efficiently than the full replication of a pure indexing approach.
