NO.PZ202209060200004603
问题如下:
Is Adams is most likely correct in her assessment of measurement error?
选项:
A.Yes
B.No, because passive management would preclude measurement error
C.No, because asset liquidity risk is greater than the risk of measurement error
解释:
SolutionA is correct. Measurement error for Asset BPV can arise even in the classic passive immunization strategy for Type I cash flows, which have set amounts and dates. Asset liquidity can become a risk factor in strategies that add active investing to otherwise passive fixed-income portfolios and would not be applicable here.
B and C are incorrect.
Passive 也有measurement risk?