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坏呼呼嘿嘿 · 2023年05月16日

什么是agency quasi agency

* 问题详情,请 查看题干

NO.PZ201812020100000201

问题如下:

Which approach to its total return mandate is the fund’s domestic bond portfolio most likely to use?

选项:

A.

Pure indexing

B.

Enhanced indexing

C.

Active management

解释:

B is correct.

The domestic bond portfolio’s return objective is to modestly outperform the benchmark. Its risk factors, such as duration, are to closely match the benchmark. Small deviations in sector weights are allowed, and tracking error should be less than 50 bps year. These features are typical of enhanced indexing.

如题


1 个答案

pzqa015 · 2023年05月17日

嗨,爱思考的PZer你好:


美国地方政府发行的债

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虽然现在很辛苦,但努力过的感觉真的很好,加油!