NO.PZ2018062009000039
问题如下:
Lisa developed a new model and Back Test which could test past 10-years share market return and forecast next 5-years return. She found that if she used the new model, she could get an abnormal return. Then she added the opinion on promotional materials that, "our fund has an above-average return in the past 10-year", which attracted more clients. Which of the following statements is most likely correct?
选项:
A.Lisa violated the Code and Standard by using the new model.
B.Lisa violated the Code and Standard III(D) Performance presentation.
C.Lisa did not violate the Code and Standard.
解释:
B is correct.
Lisa didn't disclose that she used model, opinion is not fact, so she violated Standard III(D) Performance Presentation.
Lisa没有披露她使用了模型,想法并不等于事实,所以她违反了准则III(D)。
RT