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Frances · 2024年05月02日

b说的是什么情况

NO.PZ2018070201000121

问题如下:

In an client's IPS, the return objective which is described as "outperforming the FTSE 100 by 100 basis points" belongs to:

选项:

A.

a relative return objective.

B.

an arbitrage-based return objective.

C.

an absolute return objective.

解释:

A is correct.

The client's return objective is described as a target return relative to a selective Index, so it is best characterized as a relative return objective.

如题,可以举个b的例子吗?

1 个答案

Kiko_品职助教 · 2024年05月03日

嗨,从没放弃的小努力你好:


我们CFA协会的原版书中没有介绍过arbitrage-based return objective的概念。可以说是干扰项,不需要理会。掌握absolute和relative的辨析即可。

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虽然现在很辛苦,但努力过的感觉真的很好,加油!