Financial Risk Manager Part 2

Ultimate access to all questions.

Regarding the following strategies to harvest illiquidity premiums, which one is most likely a passive strategy?

Exam-Like

Community

LLeetQuiz

A

Choosing the most illiquid assets within an asset class, even if the asset class is generally considered to be liquid.

B

Loading comments...

Using dynamic factor strategies at the aggregate portfolio level.

C

Acting as a market maker for individual securities.

D

Allocating a portion of a portfolio to illiquid asset classes.

Powered ByGPT-5.2