- 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
The risk from active factor tilts attributable to deviations of the portfolio's factor sensitivities versus the benchmark's sensitivities to the same set of factors is known as ______.
B. active specific risk
C. asset selection risk
A. active factor risk
B. active specific risk
C. asset selection risk
Correct Answer: A
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