精 R18課后題第7題，trade 1是trade back to benchmark weight, AS=0; trade 2 完成之后AS=1%，不應選C嗎？
精 Q1，答案上說的是free-floating adjustment more accurately reflects its actual liquidity, 這個流動性不增不減的意思么？為什么老師說是流動性增加？
精 為什么B不對呢？active risk 來自于兩部分，一個是factor exposure 還要是active share；如果factor exposure is fully neutralized, active risk 完全是來自于active share。我認為B是正確的。The active risk attributed to Active Share will be smaller in more diversified portfolios. 這句話怎么理解？
精 L3V3 P362, why does a negative coefficient on the Size factor indicate a large-cap bias?
精 為什么要選擇covariance高的?不利于分散化把？
精 原版書 158頁 example 2，為什么不能用 Geography/economic activity segmentation？
精 原版書 249 reading17： sector neutralized price momentum factor 這是什么意思？
精 官網題，Basis risk results from using a hedging instrument that is imperfectly matched to the investment being hedged. Basis risk can arise when the underlying securities pay dividends, because the futures contract tracks only the price of the underlying index. Stock splits do not affect investment performance comparisons。basis risk如何理解，期貨與現貨之間的價格變動差異？
精 stratified sampling 和 Optimization 有什么區(qū)別？
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