北同學(xué)
2026-01-14 21:30C is correct because if we measure the correlation between active management return, A = (P ? B), and style return, S = (B ? M), we can identify whether the manager’s active selection decisions align with the style currently favored by the market. A good benchmark should not reflect these systematic biases, as indicated by the correlation between A and S not being statistically different from zero. 這一段能否解釋一下
所屬：CFA Level III > Performance Measurement 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
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Simon助教
2026-01-21 11:14
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