- CFA Exams
- CFA Exam: Level II 2021
- Study Session 16. Portfolio Management (1)
- Reading 44. 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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