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.
老师好,这个A选项框定了benchmark的投资范围,这样的benchmark适合吗?