标题: 2005 Q2 A active risk [打印本页] 作者: Nishant1 时间: 2013-4-22 05:26 标题: 2005 Q2 A active risk
the ans is incorret
the individual manager’s risk can be offset by other individual managers’s portfolio risk.focring an individual manager to minimize tracking error or mimic the benchmark could in fact rasise plan-wide active risk.
i can not understand the answer.
why the total active risk increases if the manager mimic the benchmark?作者: leadcfa 时间: 2013-4-22 05:26
