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yan · 2024年11月19日

解释下答案是什么意思

NO.PZ2020020202000004

问题如下:

Risk attribution differs from return attribution in that it:

选项:

A.

is not conducted relative to a benchmark.

B.

quantifies the risk consequences of the investment decisions.

C.

quantifies the investment decisions of the investment manager.

解释:

B is correct.

Risk attribution, unlike return attribution, attempts to quantify the risk consequences of the investment decisions.

A is not correct because risk attribution may be conducted on either an absolute or a relative basis.

C is not correct because risk attribution does not capture the return impact of a manager’s investment decisions.

解释下答案是什么意思

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