璇同學(xué)
2023-08-02 06:22老師,這里問的是active factor risk exposure to the style factor,我理解的是style factor在active factor的占比,比如28/40,為什么不對呢
所屬:CFA Level II > 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
2023-08-02 09:29
該回答已被題主采納
同學(xué),上午好。原文是highest active factor risk related to style factors relative to active risk。如果斷句,是highest active factor risk (related to style factors) relative to active risk。相對于active risk,最高的active factor risk 。而related to style factors修飾的是active factor risk,說要的是active factor中的style factor。
