NO.PZ201812020100000408
问题如下:
Which of the custom benchmark’s characteristics violates the requirements for an appropriate benchmark portfolio?
选项:
A.Characteristic 1
B.Characteristic 2
C.Characteristic 3
解释:
B
is correct. The use of an index as a widely accepted benchmark requires clear,
transparent rules for security inclusion and weighting, investability, daily
valuation, availability of past returns, and turnover. Because the custom
benchmark is valued weekly rather than daily, this characteristic would be
inconsistent with an appropriate benchmark.
No.PZ2018120201000004
如题, 老师这里对应原版书的哪里啊? 感觉没有提到benchmark 一定要daily.