开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

Pina · 2020年07月20日

问一道题:NO.PZ201512181000007206

* 问题详情,请 查看题干

问题如下:

The risk measure referred to in Statement 3 is:

选项:

A.

active share.

B.

beta sensitivity

C.

ex post tracking error.

解释:

C is correct. A traditional asset manager uses ex post tracking error when analyzing backward-looking returns. The Diversified Fixed-Income Fund prospectus stipulates a target benchmark deviation of no more than 5 bps. Tracking error is a measure of the degree to which the performance of a given investment deviates from its benchmark.

老师好 这里题中提到“ deviation between portfolio returns and benchmark returns.” 为什么不是A ? C怎么理解? 谢谢,

1 个答案

丹丹_品职答疑助手 · 2020年07月21日

嗨,努力学习的PZer你好:


同学你好,在你截取的这段话前,有一句historical。所以要根据历史数据进行分析,c项符合。

而active share指的是A measure of how similar a portfolio is to its
benchmark. A manager who precisely replicates the benchmark will have an active share of zero; a manager with no holdings in common with the benchmark will have an
active share of one.这部分只能是看组合偏离benchmark的情况。

她是不能monitoring historical deviation 一定程度的。所以不选A项


-------------------------------
虽然现在很辛苦,但努力过的感觉真的很好,加油!


  • 1

    回答
  • 0

    关注
  • 507

    浏览
相关问题

NO.PZ201512181000007206 问题如下 The risk measure referreto in Statement 3 is: A.active share. B.beta sensitivity C.ex post tracking error. C is correct. A trationasset manager uses ex post tracking error when analyzing backwarlooking returns. The versifieFixeIncome Funprospectus stipulates a target benchmark viation of no more th5 bps. Tracking error is a measure of the gree to whithe performanof a given investment viates from its benchmark. 能再下A吗?这种情况为什么不能理解为主动偏离?

2023-10-18 21:52 1 · 回答

NO.PZ201512181000007206 问题如下 The risk measure referreto in Statement 3 is: A.active share. B.beta sensitivity C.ex post tracking error. C is correct. A trationasset manager uses ex post tracking error when analyzing backwarlooking returns. The versifieFixeIncome Funprospectus stipulates a target benchmark viation of no more th5 bps. Tracking error is a measure of the gree to whithe performanof a given investment viates from its benchmark. rp-rb 想问下这个不应该是relative relative么?

2022-08-11 16:19 1 · 回答

NO.PZ201512181000007206 没读懂条件和答案之间的联系 虽然选了C,但是不明白为什么事后 而且这道题的答案也不是很理解。

2022-01-01 12:57 1 · 回答

NO.PZ201512181000007206 老师,这道题题干是什么意思?三个分别代表什么呢?感觉没学过,谢谢

2021-12-06 05:48 1 · 回答

NO.PZ201512181000007206 B是哪个知识点呢?麻烦老师讲一下,谢谢!

2021-09-22 23:44 1 · 回答