139****67842024-01-02 11:14:38
139****6784Q2，这问， a market capitalization of $3.0 billion, an index weight of 0.20%, and an average daily trading volume (ADV) of 1% of its market capitalization. market index的限制应该是3*0.2%=6million吧
查看试题回答（1）
Simon2024-01-02 14:27:40
Simon同学，上午好。Index weight: The maximum position weight must be less than or equal to 10 times the security´s weight in the index.我的资产中的最大头寸，最多就是占比2%，然后管理的资产是250million，所以是250*2%=5million。
- 评论（0）
- 追问（2）
- 追问
-
嗯。。这句话我其实还没读懂……为什么说security's weight in the index，然后又0.2%，这个0.2%说的是什么占比应该是0.2%？
- 追答
-
The maximum position weight must be less than or equal to 10 times the security’s weight in the index.
这里的意思是，portfolio中个股的占比，最大是这只个股在index中占比的10倍，在index中占比是0.2%，那么在portfolio中占比就可以是2%。
然后，从Chen directs Garcia to determine the maximum position size that Manager A can hold in shares of Pasliant Corporation, which has a market capitalization of $3.0 billion, an index weight of 0.20%, and an average daily trading volume (ADV) of 1% of its market capitalization.这段话可以看出，shares of Pasliant Corporation在指数中占比是0.2%
评论
0/1000
追答
0/1000
+上传图片