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2024-01-02 11:14Q2，這問， a market capitalization of $3.0 billion, an index weight of 0.20%, and an average daily trading volume (ADV) of 1% of its market capitalization. market index的限制應(yīng)該是3*0.2%=6million吧
所屬：CFA Level III > Equity 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
2024-01-02 14:27
該回答已被題主采納
同學(xué)，上午好。Index weight: The maximum position weight must be less than or equal to 10 times the security's weight in the index.我的資產(chǎn)中的最大頭寸，最多就是占比2%，然后管理的資產(chǎn)是250million，所以是250*2%=5million。
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追問
嗯。。這句話我其實(shí)還沒讀懂……為什么說security's weight in the index，然后又0.2%，這個(gè)0.2%說的是什么占比應(yīng)該是0.2%？
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追答
The maximum position weight must be less than or equal to 10 times the security’s weight in the index.
這里的意思是，portfolio中個(gè)股的占比，最大是這只個(gè)股在index中占比的10倍，在index中占比是0.2%，那么在portfolio中占比就可以是2%。
然后，從Chen directs Garcia to determine the maximum position size that Manager A can hold in shares of Pasliant Corporation, which has a market capitalization of $3.0 billion, an index weight of 0.20%, and an average daily trading volume (ADV) of 1% of its market capitalization.這段話可以看出，shares of Pasliant Corporation在指數(shù)中占比是0.2%
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