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Betty-Che · 2023年06月07日

(SD&R) 是一个 global asset management company, 但是1 说这个benchmark只投资us bond,为什么对呀?

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NO.PZ201812020100000408

问题如下:

Which of the custom benchmark’s characteristics violates the requirements for an appropriate benchmark portfolio?

选项:

A.

Characteristic 1

B.

Characteristic 2

C.

Characteristic 3

解释:

B is correct. The use of an index as a widely accepted benchmark requires clear, transparent rules for security inclusion and weighting, investability, daily valuation, availability of past returns, and turnover. Because the custom benchmark is valued weekly rather than daily, this characteristic would be inconsistent with an appropriate benchmark.

如题

1 个答案

pzqa31 · 2023年06月08日

嗨,从没放弃的小努力你好:


同学你好,这是一道原版书后题,这家投资公司可以在全球投资,但是具体投哪个国家,投几个国家,主要还是依据客户ips,并不是不能只投在一个国家。这道题的考点在于benchmark选择的要求,可以当成一个结论记住:The use of an index as a widely accepted benchmark requires clear, transparent rules for security inclusion and weighting, investability, daily valuation, availability of past returns, and turnover. 

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