如题

NO.PZ202207040100000403 问题如下 Among the fun shown in Exhibit 2, whione is most likely manageusing a versifiemulti-factor investor approach? A.FunX B.FunY C.FunZ SolutionC is correct. The risk targets for FunZ are most likely those of a manager using a versifiemulti-factor approach. Low single-security risk of 1% anmost overall portfolio risk of 4%, combinewith flexibility on sector risk, monstrate a highly versifieportfolio thprimarily emphasizes factor exposures. FunX hrisk targets consistent with emphasis on stopicking—namely, high active risk, high exposure to risk from a single security, anlow sector viations. FunY hrisk targets consistent with emphasis on sector rotation—namely, high active risk ana high toleranfor sector viations.A is incorrect. FunX hrisk targets consistent with emphasis on stopicking—namely, high active risk, high exposure to risk from a single security, anlow sector viations.B is incorrect. FunY hrisk targets consistent with emphasis on sector rotation—namely, high active risk ana high toleranfor sector viations. versifiemulti-factor特征应该是high active return, low active risk吧，那么选居中的Y为什么不对呢

NO.PZ202207040100000403 问题如下 Among the fun shown in Exhibit 2, whione is most likely manageusing a versifiemulti-factor investor approach? A.FunX B.FunY C.FunZ SolutionC is correct. The risk targets for FunZ are most likely those of a manager using a versifiemulti-factor approach. Low single-security risk of 1% anmost overall portfolio risk of 4%, combinewith flexibility on sector risk, monstrate a highly versifieportfolio thprimarily emphasizes factor exposures. FunX hrisk targets consistent with emphasis on stopicking—namely, high active risk, high exposure to risk from a single security, anlow sector viations. FunY hrisk targets consistent with emphasis on sector rotation—namely, high active risk ana high toleranfor sector viations.A is incorrect. FunX hrisk targets consistent with emphasis on stopicking—namely, high active risk, high exposure to risk from a single security, anlow sector viations.B is incorrect. FunY hrisk targets consistent with emphasis on sector rotation—namely, high active risk ana high toleranfor sector viations. 请问为什么不选Y

NO.PZ202207040100000403 问题如下 Among the fun shown in Exhibit 2, whione is most likely manageusing a versifiemulti-factor investor approach? A.FunX B.FunY C.FunZ SolutionC is correct. The risk targets for FunZ are most likely those of a manager using a versifiemulti-factor approach. Low single-security risk of 1% anmost overall portfolio risk of 4%, combinewith flexibility on sector risk, monstrate a highly versifieportfolio thprimarily emphasizes factor exposures. FunX hrisk targets consistent with emphasis on stopicking—namely, high active risk, high exposure to risk from a single security, anlow sector viations. FunY hrisk targets consistent with emphasis on sector rotation—namely, high active risk ana high toleranfor sector viations.A is incorrect. FunX hrisk targets consistent with emphasis on stopicking—namely, high active risk, high exposure to risk from a single security, anlow sector viations.B is incorrect. FunY hrisk targets consistent with emphasis on sector rotation—namely, high active risk ana high toleranfor sector viations. 请老师讲一下本题的思路