NO.PZ2018091701000011
问题如下：
Based on the following table, macroeconomic two-factor model：
Analysts also collected information about inflation and GDP growth data:
Which fund is most sensitive to the combined surprises in inflation and GDP growth?
选项：
A. FUND A
B. FUND B
C. FUND C
解释：
A is correct.
考点：Ri = E(R)+surprise*surprise sensitivity
解析：代入公式计算：
从计算结果可以看到，FUND A的surprises加总在一起后是最高的。
为什么inflation的sensitivity不用-0.7%而是0.7%?
