Question #16

Reading: Reading 35 Exchange-Traded Funds - Mechanics and Applications

PDF File: Reading 35 Exchange-Traded Funds - Mechanics and Applications.pdf

Page: 5

Status: Incorrect

Correct Answer: B

Your Answer: A

Question
Which of the following is most likely to represent a passive strategy for constructing an ETF?
Answer Choices:
A. Smart beta
B. Representative sampling/optimization
C. Alternative weighting
Explanation
Replicating index performance by using an optimized sample rather than investing in all the securities in the index is considered a passive ETF strategy. Active management strategies used in the construction of ETFs include factor (smart beta), discretionary active, alternatively weighted, dynamic asset allocation and multi-asset strategies.
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