NO.PZ2024010508000020
问题如下：
A hedge fund manager wanting to offer a sector-neutral portfolio has decided to adopt a quantitative ESG long–short equity strategy. To implement this strategy, her exposures will include going:选项：
A.long the top decile of ESG-rated stocks. B.short the top decile of ESG-rated stocks. C.long the bottom decile of ESG-rated stocks.解释：
A is correct. A sector-neutral ESG long–short strategy would be structured with long exposure representing the top decile of ESG-rated companies while the short exposure represents the bottom or worst decile of ESG-rated stocks.A hedge fund manager wanting to offer a sector-neutral portfolio has decided to adopt a quantitative ESG long–short equity strategy. To implement this strategy, her exposures will include going:
