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.
还是不太理解 active share 高的意思,非常理论化和抽象化,可否举例子解释,谢谢