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Taryn · 2025年01月12日

sell-off

  1. CFA III
  2. 机构IPS

NO.PZ2024102501000009

问题如下：

The Lemont Family Foundation (“the Foundation”) follows a systematic quarter ly rebalancing policy based on rebalancing corridors for each asset class. In the latest quarter, a significant sell-off in US public equities resulted in an unusually large 1.2% underweight position relative to the applicable lower corridor bound ary. This is the only policy exception requiring rebalancing attention.

The Foundation’s investment team views the sell-off as temporary and remains pleased with the performance of all external managers, including that of its US public equities manager. However, the sell-off has increased the significance of liquidity and flexibility for the team. As a result, the team now considers whether to rebalance through the cash market or the derivatives market.

Determine the most appropriate rebalancing choice for the Foundation’s invest ment team. Justify your response.

选项：

解释：

Determine the most appropriate rebalancing choice for the Foundation’s invest ment team. (Circle one.)


老师这个答案的倒数第二段不太理解.

  1. 这里的sell-off解释为"抛售", 这里的"抛售"是和流动性管理中"distressed sale"这个紧急抛售一个意思吗?
  2. 下一句说衍生品可以用来rebalance with high level of liquidity, 是说衍生品具有高流动性么?还是说衍生品会提供高流动性?
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