必过1030_ · 2020年01月27日

问一道题：NO.PZ201809170400000306

1. CFA III
2. Equity

* 问题详情，请 查看题干

问题如下：

Based on Exhibit 2, which portfolio will most likely have the lowest tracking error?

选项：

A.

Portfolio 1

B.

Portfolio 2

C.

Portfolio 3

解释：

C is correct. Of the three portfolios, Portfolio 3 has the lowest cash holding and the lowest fees. As a result, Portfolio 3 has the potential for the lowest tracking error compared with the other proposed portfolios.

为什么啊？