木同學(xué)
2024-04-11 17:30Q. Which of the following statements regarding applications of ETFs in portfolio management is corre
為什么AB不對(duì)? A. Equity ETFs tend to be more active than fixed-income ETFs. B. The range of risk exposures available in the futures market is more diverse than that available in the ETF space. C. ETFs that have the highest trading volumes in their asset class category are generally preferred for tactical
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
Huang助教
2024-04-12 00:40
該回答已被題主采納
同學(xué)你好,
A選項(xiàng)書中有解釋,因?yàn)閭蟹N類繁多,流動(dòng)性差等特點(diǎn),導(dǎo)致債券的被動(dòng)投資很難做,所以債券的主動(dòng)管理(active) ETF反而比較多。占了所有active ETF的大部分,要超過equity。A選項(xiàng)說的是主動(dòng)管理型(active)的ETF,并不是股票和債券本身,所以A說反了。
B選項(xiàng)也是書中的結(jié)論,因?yàn)镋TF在風(fēng)險(xiǎn)管理也可以交易,對(duì)沖。
A,B選項(xiàng)看截圖的第二點(diǎn)和第四點(diǎn)。
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