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尚好的青春 · 2024年02月09日

文中提到了书面修改ips,不能剔除吗?

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NO.PZ202201050100001301

问题如下:

The core-plus fixed-income composite includes a portfolio managed on behalf of the Bida Academy endowment fund. The trustees of Bida inform Bamako in writing that because of a change in investment policy, the endowment fund is no longer permitted to hold below-investment- grade securities. Bamako determines that henceforth, the Bida portfolio should be included in the core fixed-income composite rather than the core-plus fixed-income composite. The historical record of the portfolio must be:

选项:

A.

included in both composites.

B.

kept in the core-plus fixed-income composite.

C.

excluded from the core-plus fixed-income composite.

解释:

B is correct.

The portfolio’s historical performance must remain with the original composite. Portfolios must not be switched from one composite to another unless either documented changes to a portfolio’s investment mandate, objective, or strategy or the redefinition of the composite make it appropriate.

投资组合的历史表现必须与原始composite保持一致。 投资组合不得从一种composite转换为另一种composite,除非对组合的投资授权、目标或策略进行了记录在案的更改,或者composite的重新定义使其适当。

 because of a change in investment policy,

1 个答案

伯恩_品职助教 · 2024年02月09日

嗨,从没放弃的小努力你好:


portfolio会改变到别的composite那。但是历史业绩没变,也不会变,所以还是原来的IPS,符合原来的composite的特点,所以肯定还是留在原来的composite里。

记得除非是原来就放的有错误,否则历史业绩一律不得改变

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