微信扫一扫
实时资讯全掌握
|
The goal of enhanced indexing by small risk factor mismatches is to: A. choose a subset of risk factors to match and manage, which may or may not include matching duration. B. match duration while allowing the manager to tilt the portfolio in favor of other risk factors. C. match duration with a sample of bonds that are presumably undervalued so as to produce a higher return. |