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Bruce Turner, CFA, is composing a fund to track a benchmark bond index. He decides to use enhanced indexing by matching primary risk factors. This method aligns the risk exposures of the portfolio by investing in: A. all the bonds in the index in the same proportion as the index and using leverage to enhance returns. B. all the bonds in the index in the same proportion as the index and using derivatives to enhance the returns. C. a sample of bonds to match the primary index risk factors with the goal of minimizing construction and maintenance costs. |