안녕하세요. KOSFI 운영자입니다.

CFA L3 Final Review 교재 Equity 105~111번 문제 errata가 있어 수정합니다.

1) 105~111번 문제 지문 중 가장 마지막 문단내용을 아래와 같이 수정합니다.

Chen and Garcia then turn their attention to portfolio management approaches. Chen prefers an approach that emphasizes security-specific factors, engages in factor timing, and typically leads to portfolios that are generally more concentrated than those built using a systematic approach.

2) 108번 문제를 아래와 같이 수정합니다.

Based on Exhibit 1, the contribution of Asset 2 to Manager C’s portfolio variance is closest to:

3) 111번 해설 내용을 아래와 같이 수정합니다.

Chen prefers an approach that emphasizes security-specific factors, engages in factor timing, and typically leads to portfolios that are generally more concentrated than those built using a systematic approach.

감사합니다.

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