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23#
发表于 2012-3-30 10:28
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In a perfectly efficient market, portfolio managers should do all of the following EXCEPT: A)
| diversify to eliminate systematic risk. |
| B)
| monitor their client's needs and circumstances. |
| C)
| quantify their risk and return needs within the bounds of the client's liquidity, income, time horizon, legal, and regulatory constraints. |
|
Portfolio managers cannot eliminate systematic risk (i.e., market risk) thru the use of diversification. Portfolio managers should try to eliminate unsystematic portfolio risk. |
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