12. Which of the following is least likely a benefit of using multifactor models in modeling asset
returns?
A. Investors can better analyze their comparative advantage in bearing risk.
B. Investors can achieve better-diversified portfolios.
C. Investors can determine the optimum allocation between a risk-free asset and market
portfolio.
Set 1 Solutions
Bạn đang xem 12. - CFA 2018 LEVEL 2 PORTFORLIO QUESTION BANK R48 INTRODUCTION TO MULTIFACTOR MODELS Q BANK
