标题: Another CFAI Sample error? [打印本页] 作者: dotamasta 时间: 2013-4-8 11:42 标题: Another CFAI Sample error?
I thought the answer for question #30 in Sample 2 was wrong
Question 30:
Statement: Donner states that fundamental factor models relate asset returns to both surprises in macroeconomic variables and company attributes such as market capitalization. He believes such an analysis will be beneficial in making future asset allocation decisions.
If Donner’s statement about fundamental factor model analysis relating asset return to surprises in macroeconomic variables and company attributes, respectively, correct?
Answer: No, he is incorrect about surprises in macroeconomic variables and correct about company attributes.
I don’t see anything wrong with the statement!作者: tikfed 时间: 2013-4-8 11:43