11. C is correct. Total factor risk is the sum of the risk of each of the factors. For Portfolio 1, the
total factor risk is 10% + 20% + 10% + 15% = 55%. Section 5.2. LO.e.
Bạn đang xem 11. - CFA 2018 LEVEL 2 PORTFORLIO QUESTION BANK R48 INTRODUCTION TO MULTIFACTOR MODELS Q BANK
