- CFA Exams
- CFA Level I Exam
- Topic 9. Portfolio Management
- Learning Module 40. Using Multifactor Models
- Subject 3. Multifactor Models: Selected Applications
CFA Practice Question
Which portfolio is a factor portfolio?
B. B
C. C
A. A
B. B
C. C
Correct Answer: B
A factor portfolio is a portfolio with unit sensitivity to a factor and zero sensitivity to other factors.
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