吉啊啊啊 · 2025年07月06日
* 问题详情，请 查看题干
NO.PZ202212270100001901
问题如下：
Based on Exhibit 2, the allocation effect for South America is closest to:
选项：
A.–0.04%.
0.03%.
0.20%.
解释：
Correct Answer: C
The allocation
effect for South America is 0.20%.
Allocation = (wi –
Wi)(Bi – B)
= (20.38% –
18.82%)(35.26 – 22.67%)
= 0.1964%
= 0.20%
这个22.67%哪里来的？题干中没有出现
NO.PZ202212270100001901 问题如下 Baseon Exhibit 2, the allocation effefor South Ameriis closest to: A.–0.04%. B.0.03%. C.0.20%. CorreAnswer: CThe allocationeffefor South Ameriis 0.20%.Allocation = (wi –Wi)(– B)= (20.38% –18.82%)(35.26 – 22.67%)= 0.1964%= 0.20% return为何是benchmark - Portfolio，这里怎么理解？为何和weights公式，不是统一的？
NO.PZ202212270100001901 问题如下 Baseon Exhibit 2, the allocation effefor South Ameriis closest to: A.–0.04%. B.0.03%. C.0.20%. CorreAnswer: CThe allocationeffefor South Ameriis 0.20%.Allocation = (wi –Wi)(– B)= (20.38% –18.82%)(35.26 – 22.67%)= 0.1964%= 0.20% 这道题用的是mol，想请教一下怎么知道什么时候要用or BHB？
