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kevinzhu · 2020年09月15日

问一道题:NO.PZ2016032802000046 [ CFA I ]

问题如下:

Which one of the followings is most likely correct about the composite construction?

选项:

A.

Composites can include the assets managed by the firm which is not actual.

B.

Composites can link performance of model portfolios with the actual performance.

C.

All actual, fee-paying, discretionary portfolios must be included in at least one composite.

解释:

C is correct.

According to Composite Construction, composites must include only actual assets managed by the firm. And composites mustn't link performance of simulated or model portfolios with the actual performance.

选项 b 错在哪里?

1 个答案
已采纳答案

王暄_品职助教 · 2020年09月17日

嗨,爱思考的PZer你好:


Composite 不可以链接模型估计出来的业绩和真实业绩


-------------------------------
努力的时光都是限量版,加油!


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