張同學(xué)
2019-02-23 20:39老師您好，原版書(shū)上有一道題，勘誤表里提到了對(duì)答案的修改，題目和修改后的答案請(qǐng)見(jiàn)圖片。我想請(qǐng)教，即便這樣修改了答案，好像還是不對(duì)吧？我個(gè)人認(rèn)為B是對(duì)的。Chen prefers an approach that emphasizes security speci?c factors, doesn't engage in factor timing, and runs a diversified portfolio. These characteristics all re?ect a systematic bottom up portfolio management approach. 您覺(jué)得呢？謝謝。
所屬：CFA Level III > Private Wealth Management 視頻位置 相關(guān)試題
來(lái)源： 視頻位置 相關(guān)試題
1個(gè)回答
Paul助教
2019-02-25 13:48
該回答已被題主采納
同學(xué)你好，刊物中明顯描述了，chen偏好的是一個(gè)持股集中的組合，systematic都是分散化的，所以不能選。
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追問(wèn)
老師您好，在原文里并沒(méi)有提到集中持股，倒是最后一句說(shuō)“and builds a diversified portfolio”，答案和原題是不一致的
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追答
同學(xué)你好，你說(shuō)得沒(méi)錯(cuò)，所以一開(kāi)始我就說(shuō)這題是有問(wèn)題的。并且通過(guò)勘誤的最終解釋，這個(gè)人需要的組合是not engage factor timing，run a concentrated portfolio。
不過(guò)建議還是記住結(jié)論，相信三級(jí)考試的時(shí)候協(xié)會(huì)應(yīng)該不會(huì)再犯這種錯(cuò)誤。 -
追問(wèn)
我理解了，Chen應(yīng)該don't engage factor timing，run a concentrated portfolio，謝謝您的解答，我已經(jīng)把這個(gè)問(wèn)題過(guò)掉了
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回復(fù)：老師您好，這道題在2019/3/4官網(wǎng)上更新的勘誤表里出現(xiàn)了：In the information for questions 9-15, the last paragraph (page 520 of print) should read as follows: “Chen and Garcia then turn their attention to portfolio management approaches. Chen prefers an approach that emphasizes security-specific factors, engages in factor timing, and typically leads to portfolios that are generally more concentrated than those built using a systematic approach.” In the solution to practice problem 15 (page 525 of print), the second sentence should read as follows: “Chen prefers an approach that emphasizes security-specific factors, engages in factor timing, and typically leads to portfolios that are generally more concentrated than those built using a systematic approach.”這下就沒(méi)問(wèn)題了。
