) FOR CLIENT E TO SHIFT, FOR THREE MONTHS, THE PORTFOLIO ALLOCATION...

5. - CFA MOCK EXAM LEVEL III MOCK EXAM VERSIONC QUESTIONS 2014
CFA MOCK EXAM LEVEL III MOCK EXAM VERSIONC QUESTIONS 2014
5.) For Client E to shift, for three months, the portfolio allocation to 50% large cap growth stocks and 50% U.S. Treasury, and presuming no other changes in the characteristics of the portfolio, Allison will most likely: A. sell 92 stock index contracts and buy 136 Treasury future bond contracts. B. sell 370 stock index contracts and buy 68 Treasury future bond contracts. C. sell 92 stock index contracts and buy 68 Treasury future bond contracts.