186****9798
2023-06-02 20:48Beatriz Maestre Case Scenario 為什么選A
所屬：CFA Level III > Fixed-Income Portfolio Management 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個(gè)回答
Simon助教
2023-06-03 10:25
該回答已被題主采納
同學(xué)，上午好。
題干中說了這句話：He is not convinced it is worth his or his staff’s time and effort to try to beat the broad market bond index。他認(rèn)為戰(zhàn)勝不了市場(chǎng)指數(shù)。然后，題目里又說 it may be no less expensive either in time or transaction costs to replicate an index than to actively manage a portfolio 復(fù)制指數(shù)和主動(dòng)管理一樣浪費(fèi)時(shí)間和錢。
A選項(xiàng)屬于enhanced indexing strategy，可以通過管理來增加收益，然后也是通過分層抽樣來復(fù)制指數(shù)。和題干里的想法全違背了。
0
0
0
0
