岳同學(xué)
2020-11-20 10:12請問mock2 Q4B這樣寫是否需要加強，謝謝 1. Active risk increases when the risk factors of a portfolio are different from the risk factors of its benchmark. The investor can diversify his holdings or try to construct a portfolio similar to the benchmark because the active share of the portfolio is 90%, which indicates 90% of the holdings are different from the benchmark; 2. By holding a diversified portfolio, the active risk can be reduced. 3. A more diversified portfolio can lower the risk factors of a certain position and further lower the active risk of the portfolio; 4. Holding similar positions with the benchmark can effective reduce the active risk of the portfolio; 5. With similar holdings as the benchmark, the risk factors of the portfolio will match the risk factors of the benchmark and further decrease the active risk of the portfolio.
所屬：CFA Level III 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個回答
Kevin助教
2020-11-20 15:09
該回答已被題主采納
同學(xué)你好！
4和5意思差不多，2和3也是；
第1點，risk factor可能不同是沒問題的，權(quán)重也可能不同（這點別遺漏）。
最好是像答案第1點寫的，如何降低risk，比如哪幾種方式等等，寫得更詳細一些。
致正在努力的你，望能解答你的疑惑~
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