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Ruthlessbaby · 2019年12月24日

问一道题：NO.PZ2019012201000046

  1. CFA III
  2. Equity

问题如下：

Laubach states that that the board is interested in following a passive approach for some or all of the equity allocation. In addition, the board is open to approaches that could generate returns in excess of the benchmark for part of the equity allocation. McMahon suggests that the board consider following a passive factor-based momentum strategy for the allocation to international stocks.

Compared with broad-market-cap weighting, the international equity strategy suggested by McMahon is most likely to：

选项：

A.

concentrate risk exposure

B.

be based on the efficient market hypothesis

C.

overweight stocks that recently experienced large price decreases

解释：

Compared with broad-market-cap weighting, passive factor-based strategies tend to concentrate risk exposure, leaving investors vulnerable during periods when the risk factor (e.g., momentum) is out of favor.

麻烦解释一下谢谢

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1 个答案

maggie_品职助教 · 2019年12月25日

这道题和2019012201000013是一个意思，请见我刚才对于2019012201000013的回复。

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