小小悟空yu · 2020年11月29日
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问题如下：
2 Based on Exhibit 1 and relative to the benchmark, the manager of Fund 1 most likely used a:
选项：
A. growth tilt.
B. greater tilt toward small cap.
C. momentum-based investing approach.
解释：
A is correct.
Based on the factor sensitivities in column 1 (negative sensitivity of –0.17 to HML) and the differences relative to the benchmark shown in column3, the manager likely had a growth tilt.
NO.PZ201909300100000302问题如下 2 Baseon Exhibit 1 anrelative to the benchmark, the manager of Fun1 most likely usea:A.growth tilt.B.greater tilt towarsmall cap.C.momentum-baseinvesting approach.A is correct. Baseon the factor sensitivities in column 1 (negative sensitivity of –0.17 to HML) anthe fferences relative to the benchmark shown in column3, the manager likely ha growth tilt.为什么只考虑第三列的正负，不需要考虑第四列的正负？
NO.PZ201909300100000302问题如下2 Baseon Exhibit 1 anrelative to the benchmark, the manager of Fun1 most likely usea:A.growth tilt.B.greater tilt towarsmall cap.C.momentum-baseinvesting approach.A is correct. Baseon the factor sensitivities in column 1 (negative sensitivity of –0.17 to HML) anthe fferences relative to the benchmark shown in column3, the manager likely ha growth tilt.B是错在greater？
NO.PZ201909300100000302 greater tilt towarsmall cap. momentum-baseinvesting approach. A is correct. Baseon the factor sensitivities in column 1 (negative sensitivity of –0.17 to HML) anthe fferences relative to the benchmark shown in column3, the manager likely ha growth tilt. RMRF是什么影响？为什么权重偏差最大却不考虑？
NO.PZ201909300100000302 请问老师， momentum-baseinvesting approa我知道这个不对， 就是这知识点我不记得了 请问这个是哪个知识点？ 谢谢
