6. C is correct. Macroeconomic models represent asset returns correlated to surprises in some
factors related to macroeconomic variables. These include interest rates, inflation risk,
business cycle risk, GDP growth etc. Section 4.1. LO.d.
Bạn đang xem 6. - CFA 2018 LEVEL 2 PORTFORLIO QUESTION BANK R48 INTRODUCTION TO MULTIFACTOR MODELS Q BANK
