云盘分享：CFA二级自编题150道之组合

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　　2019 cfa电子版教材，通过云盘为大家分享：CFA二级自编题150道之组合.pdf

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　　题目ID：F21802001

　　Q1 Which of the following statements is most likely correct?

　　A.To conclude the result of the macroeconomic model,we need to calculate factor sensitivity and then estimate the factor return through regression.

　　B.To conclude the result of the fundamental model,we need to calculate the factor return and estimate the factor sensitivity through regression.

　　C.The statistical model makes the least assumptions but the result is hard to explain.

　　答案：C

　　解析：选项A对于宏观因子模型首先要计算factor return(factor surprise)之后通过回归计算得到factor sensitivity，选项B对于基本因子模型首先计算factor sensitivity(standardized beta)之后通过回归计算得到factor return。