请问老师,为什么不选A?
问题如下图:
选项:
A.
B.
C.
解释:
NO.PZ2019012201000017 问题如下 When tracking inx with a large number of constituents anthe assets manageis low, a relatively straightforwarantechnically simple methocuseto buila passive portfolio threquires fewer invisecurities ththe inx. The portfolio construction methooutlineis most likely: optimization. full replication. stratifiesampling. C is correct. 考点:Portfolio construction 解析: 当要追踪的指数包含的成分股数量很多,且管理的资产水平相对较少时,最常用的是分层抽样方法。 老师好,想问一下full replication和optimization谁的cost更大?
NO.PZ2019012201000017
请问如何排除A?题目中提到technically,感觉更像是描述计量方法。