问题如下图：
选项：
A. 
B. 
C. 
解释：
不是△Wi=Wpi-Wbi 吗 为什么答案里乘的是0.63，不是0.63-0.6
NO.PZ201710100100000501 3.9%. 6.1%. B is correct. Baseon the fferences in returns for the portfolio anbenchmark in Exhibit 1, the value aeeaasset class within the portfolio is shown in the following table: The value aefrom security selection is calculatethe sum of the actuportfolio weights multiplieeasubportfolio’s value aemeasure. Thus, the value aefrom security selection is calculateas: Value aefrom security selection = 0.63(5.3%) + 0.28(0.2%) + 0.09(5.1%) = 3.9%. A is incorrect. It represents the value aefrom asset allocation. C is incorrect. It represents the totvalue ae(3% + 3.9% = 6.1%). 考点composition of Value Ae解析注意题干“value ae... attributable to the security selection”。代入计算公式 Value aefrom security selection = 0.63(5.3%) + 0.28(0.2%) + 0.09(5.1%) = 3.9%。答案中的3%是如何得到的？
表1最后一列strategic asset allocation是什么意思
3.9%. 6.1%. B is correct. Baseon the fferences in returns for the portfolio anbenchmark in Exhibit 1, the value aeeaasset class within the portfolio is shown in the following table: The value aefrom security selection is calculatethe sum of the actuportfolio weights multiplieeasubportfolio’s value aemeasure. Thus, the value aefrom security selection is calculateas: Value aefrom security selection = 0.63(5.3%) + 0.28(0.2%) + 0.09(5.1%) = 3.9%. A is incorrect. It represents the value aefrom asset allocation. C is incorrect. It represents the totvalue ae(3% + 3.9% = 6.1%). 考点composition of Value Ae解析注意题干“value ae... attributable to the security selection”。代入计算公式 Value aefrom security selection = 0.63(5.3%) + 0.28(0.2%) + 0.09(5.1%) = 3.9%。老师好 这题 为什么不能用强化班中 suanvalue ae的第二个算法 sum of （lta weight * 个股return ) , lta weight = weights in portfolio - weights in BM来做？ 于是 active return = 0.03*0.369+ (-0.07)*(-2.4)+0.04*0.334但算出的是 0.0261？谢谢。
strategic asset allocation是benchmark portfolio的weight么？？？这个要怎么分辨？
请问表格里面最后一列，strategic asset allocation是什么意思？没见过这种表达呢？
