Question: ndex fund managers use fundamental - factor risk model optimizers to match benchmark index characteristics. Which of the ollowing accurately describes the objective of equity
ndex fund managers use fundamentalfactor risk model optimizers to match benchmark index characteristics. Which of the
ollowing accurately describes the objective of equity index fund optimization when a sample is used?
elect one
A Set stock weights to minimize active risk
B Set stock weights to minimize total risk
C Set risk to maximize stock weights
D Set stock weights to match index weights
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