问题如下：
Which of following is a feature regarding to the factor-tilting approach?
选项：
A.The approach specializes in taking stakes in listed companies and advocating changes for the purpose of producing a gain on the investment.
B.The approach tracks a benchmark index closely but also provides exposures to the chosen factor.
C.A long/short portfolio is typically formed by going long the best quantile and shorting the worst quantile.
解释：
B is correct.
考点：Top-Down and Other Strategies
解析: 因子倾斜策略在密切跟踪基准指数的同时对看好的因子主动承担一定风险。
选项C不也是因子分析法中的重要特征吗？比如价值型选P/B小的，通过排序，然后分别short 和long对应分位的股票。
