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LOS g: Explain the use of risk budgeting in global performance evaluation.
Q1. Selection risk is defined as the:
A) risk of individual companies in a sector in the benchmark portfolio.
B) additional risk taken by deviating from the benchmark portfolio.
C) risk of all the companies in a sector of the portfolio.
Q2. What is risk budgeting?
A) Identification of sources of portfolio risk.
B) Determination of a risk measure that the portfolio can take.
C) Determination of the amount of risk the portfolio can take.
Q3. Sector risk is defined as the risk of:
A) individual countries in a passive benchmark portfolio.
B) all the sectors in the portfolio.
C) assigning the wrong weight to a sector in the portfolio. | 
发表于 2009-4-10 15:34
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