NO.PZ2022120702000085
问题如下：
A pension fund which excludes high carbon emissions companies from a global portfolio would like to measure its ESG performance against the Morgan Stanley Capital International (MSCI) World index.Ideally it would use MSCI World
选项：
A.Excluding highest polluting countries.
B.With similar companies excluded.
C.With an ESG data set.
D.Leaders ESG index.
解释：
本题问的是一个养老金在自己的全球投资组合中排除了碳排放高的公司，这个养老金应该选择哪种MSCI全球指数最为基准来衡量其ESG表现。选项B正确，应该选择与投资组合有相似的公司排除的指数，即指数里也排除了相似的碳排放高的公司。with an ESG data set，要评价组合的ESG performance，在MSCI world导入ESG data作为benchmark为什么不对呢？
