ly2023-08-12 18:00:54

老师，您好，为啥不是return-oriented，答案也说了有这个。问题：From Exhibit 2, MultiFAK’s primary strategy is most likely: risk reduction. diversification. return oriented./答案A is correct. MultiFAK uses a risk reduction strategy. It overweights low volatility (31% versus 28%), which is a risk reduction approach; underweights momentum (14% versus 17%), which is a return-oriented approach; and uses fewer securities (91 versus 100) overall than the index, which is not a diversification approach.