NO.PZ2024021802000065
问题如下：
A portfolio that imposes exclusions of entire sectors that represent a significant weight of the portfolio's benchmark will most likely produce:
选项：
A.low active share and low tracking error.
B.low active share and high tracking error.
C.high active share and high tracking error.
解释：
C. Correct because a portfolio that imposes a broad set of exclusions (particularly exclusions of entire sectors that represent a significant weight of the benchmark) will likely produce high active share and tracking error against a broad market benchmark.
什么是active share？
