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Simon2025-07-10 10:13:05
Simon同学，上午好。请问是哪一小问的C选项。
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Bruce Banner, CFA, is creating the asset allocation for the Shield Foundation (Shield), a nonprofit organization that provides grants and scholarships on an annual basis to researchers and students in environmental protection. Banner would like to add alternative investments to Shield’s portfolio, which currently includes only US common equity and debt securities.这道case的第一题，我选C了
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题目问 least likely to be a limitation，C选项是limitation，所以不选。
关于C选项：简单来说，因为risk-based approach，是基于因子来进行资产配置。但是因子没法直接投资，还需要，把因子转换成对应的资产大类，然后去做配置。所以要additional consideration。
然后，如果说要调权重，要先想风险因子的权重怎么调，然后，再想背后对应的资产类别，要怎么调。
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