上一主题:Money Weighted-Return
下一主题:Vol5 P500 Derivative and option
返回列表 发帖

QUIZ: percentage of portfolio

When an asset class has breached its corridor width in a Percentage-of-Portfolio rebalancing method, which of the following actions is appropriate?

A) Rebalance entire portfolio to target weights
B) Rebalance only the breached asset class to its target weight, and add (subtract) the amount sold (bought) to (from) other asset classes
C) Rebalance only the breached asset class to its threshold weight, and add (subtract) the amount sold (bought) to (from) other asset classes

A

NO EXCUSES

TOP

返回列表
上一主题:Money Weighted-Return
下一主题:Vol5 P500 Derivative and option