岳同学2020-11-20 10:12:26

請問mock2 Q4B這樣寫是否需要加強，謝謝 1. Active risk increases when the risk factors of a portfolio are different from the risk factors of its benchmark. The investor can diversify his holdings or try to construct a portfolio similar to the benchmark because the active share of the portfolio is 90%, which indicates 90% of the holdings are different from the benchmark; 2. By holding a diversified portfolio, the active risk can be reduced. 3. A more diversified portfolio can lower the risk factors of a certain position and further lower the active risk of the portfolio; 4. Holding similar positions with the benchmark can effective reduce the active risk of the portfolio; 5. With similar holdings as the benchmark, the risk factors of the portfolio will match the risk factors of the benchmark and further decrease the active risk of the portfolio.