问题如下:
Assume that the Courtland account has a return of -5.3% in a given month, during which the portfolio benchmark has a return of -5.5% and the market index has a return of -2.8%. What is the Courtland account’s return due to active management?
选项:
A.-2.7%
0.2%
-2.5%
解释:
B is correct.
The return due to active management is A = P – B = –5.3% – (–5.5%) = 0.2%.
老师,此处的market index return 是个干扰项么?此题中RB,RM分别是什么呢