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"Portfolio Management": An Overview
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Questions 1:
In the context of strategic asset allocation, adding asset classes with low correlation will most likely improve a portfolio’s risk–return trade-off as long as the stand-alone risk of the added asset class:
A 、does not exceed its diversification effect.
B 、equals its diversification effect.
C、 exceeds its diversification effect.
Questions 2:
Which of the following is most likely a part of the feedback step in the portfolio management process?
A、 Performance measurement
B、 Developing the investment policy statement
C、 Portfolio construction
View answer resolution
【Answer to question 1】A
【analysis】
A is correct. In general, adding assets classes with low correlation improves the risk–return trade-off as long as the stand-alone risk of the added asset class does not exceed its diversification effect.
B is incorrect because adding assets classes with low correlation will only improve the risk–return trade-off if the stand-alone risk of the added asset class does not exceed its diversification effect.
C is incorrect because adding assets classes with low correlation will only improve the risk–return trade-off if the stand-alone risk of the added asset class does not exceed its diversification effect.
【Answer to question 2】A
【analysis】
A is correct. Performance measurement, along with portfolio monitoring and rebalancing, is part of the feedback loop.
B is incorrect. Developing the investment policy statement is part of the planning step.
C is incorrect. Portfolio construction is part of the execution step.
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