NO.PZ2024010508000008
问题如下：
Which of the following statements about exclusionary screening is most likely to be true?选项：
A.Imposing an exclusion screen may introduce high tracking error against a broad market. B.Exclusionary screening imposes sustainability-related themes on a portfolio investment universe C.Exclusionary screening considers more qualitative forms of responsible investment, such as stewardship and engagement activities解释：
A is correct. The degree of exclusions may carry significant implications from a portfolio management perspective. A portfolio that imposes a broad set of exclusions (particularly sector exclusions, which represent a significant weight of their benchmark), will likely produce high active share and tracking error against a broad market index.BC怎么理解？为什么不对？
