Question: Question 5 Index fund managers use fundamental - factor risk model optimizers to match benchmark index characteristics. Optimization models should include constraints on which of
Question
Index fund managers use fundamentalfactor risk model optimizers to match benchmark index characteristics. Optimization
models should include constraints on which of the following?
Select one
A Sector weights
B Style characteristics
C Both sectoffrweights and style characteristics
D Neither sector weights nor style characteristics
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