第11题: [单项选择]下列对多因子模型的描述错误的是()。 A. 多因子模型采用主要宏观变量预测证券收益 B. 多因子模型采用主要宏观变量预测证券风险 C. 多因子模型可以识别基金业绩的来源 D. 多因子模型中的因子数量是固定的 参考答案:D 答案解析:多因子模型中的因子数量是开放的,众多经济学家为此做出了重要贡献,但是却无法限定因子的数量。
第33题: [单项选择]The author's mother told him A. his father was black. B. his father was white. C. nothing about his father. D. his master was his father. 参考答案:C 答案解析:此题为细节理解题。据第3段第4句,结合第3段第l、2句可确定C,排除A,B和D。