8. Active risk is due to:
A. different-from-benchmark exposures relative to factors specified in the risk model only.
B. different-from-benchmark weights on individual assets only.
C. both different-from-benchmark exposures to factors in the model and different-from-
benchmark weights of individual assets.
Bạn đang xem 8. - CFA 2018 LEVEL 2 PORTFORLIO QUESTION BANK R48 INTRODUCTION TO MULTIFACTOR MODELS Q BANK
