NO.PZ2020020202000024
问题如下：
Assume that the Courtland account has a return of -5.3% in a given month, during which the portfolio benchmark has a return of -5.5% and the market index has a return of -2.8%. What is the Courtland account’s return due to the manager’s style?
选项：
A.-2.7%
0.2%
-2.5%
解释：
A is correct.
The return due to style is S = B – M = –5.5% – (–2.8%) = –2.7%
如题
