假如说这一题的停止交易日改为6.30日

问题如下：

GTA Capital Management is an investment management company that claims to be in compliance with GIPS standards. It manages global stock portfolios for assets invested by Johnson, a high-net-worth client. On 16 June , Johnson notified GTA that the firm will terminate at the end of the month and instructed the manager to stop trading immediately. Assuming that GTA uses monthly portfolio returns to calculate portfolios, GTA must include Johnson's portfolio in the historical returns of the composite to which it belongs up to:

选项：

A.

31 May

B.

16 June

C.

30 June

解释：

A is correct.

3.A.9 Terminated portfolios must be included in the historical performance of the composite up to the last full measurement period that each portfolio was under management and for which the firm has discretion.

Johnson的投资组合由 GTA Capital Management 管理的最后一个完整评估期是 5 月份。