STYLE CONTRIBUTED 10/42 = 23

9. - CFA 2018 LEVEL 2 PORTFORLIO QUESTION BANK R48 INTRODUCTION TO MULTIFACTOR MODELS Q BANK
CFA 2018 LEVEL 2 PORTFORLIO QUESTION BANK R48 INTRODUCTION TO MULTIFACTOR MODELS Q BANK

9. A is correct. Style contributed 10/42 = 23.8% to portfolio A’s active risk and 8/15=53.3% to

portfolio B’s active risk. Section 5.2. LO.e.