知识点的掌握体现在做题上,不管是一级还是三级考生在备考中都是要学习掌握这些知识的,那今天跟着小编一起看看CFA一级考试题哦,有什么问题可以在线咨询哦!

【例1】An investor who has positions in multiple long–short equity hedge funds and is concerned about whether these positions are sufficiently diversified will mostly likely be concerned about the lack of:

A.transparency in reported positions

B.frequent independent valuations

C.liquidity in the underlying assets

答案【A】

解析:投资者投资于股票对空策略的对冲基金,*可能担心的是缺乏持仓信息,因为对冲基金通常不会公开持仓情况,A对。对空策略投资于流动性好,公开交易的股票,因 此有市场价格且流动性好,B和C错。


【例2】One hedge fund strategy that involves simultaneously holding short and long positions in common stock is most likely

A.volatility

B.distressed/restructuring

C.quantitative directional

答案: 【C】

解析:考查对冲基金策略的掌握,quantitative directional是通过技术分析的方法识别被高估和被低估的股票,做多和做空股票,因此C符合。

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