138****1532
2021-09-05 16:11可以解釋下這題嗎
所屬：CFA Level III > Derivatives and Currency Management 視頻位置 相關試題
來源： 視頻位置 相關試題
1個回答
Chris Lan助教
2021-09-06 11:37
該回答已被題主采納
同學你好
根據(jù)他所描述的目標和約束：
Testa fully believed in his investment process, which was to be the primary focus in generating investment returns.這一點說明他比較關注return。
Testa was not overly risk averse.這一點說明他不是很風險厭惡?？梢耘懦鼳選項。
The anticipated positions would not have any associated income or liquidity requirements.這一點說明沒有流動性要求，所以C選項排除。
The cost of any hedging strategies used should be minimized and not materially affect the otherwise unhedged asset return.這一點說明他希望對沖與不對沖都不對回報有影響。
所以從這幾點來看，他更關注return。
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